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	param	t-stat
$ω$	1.1779	5.81
$α$	0.0968	8.54
$β$	0.8665	68.13
$γ_{1}$	0.0369	0.78
$γ_{2}$	-0.1051	-1.46
$γ_{3}$	0.1857	3.69
$γ_{4}$	-0.2332	-5.49
$γ_{5}$	0.1478	3.43
$γ_{6}$	0.0096	0.18
$γ_{7}$	-0.0595	-1.12
$γ_{8}$	0.0106	0.30

V-Lab

iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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