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	param	t-stat
$ω$	1.1751	5.79
$α$	0.0972	8.54
$β$	0.8660	67.87
$γ_{1}$	0.0373	0.78
$γ_{2}$	-0.1063	-1.47
$γ_{3}$	0.1871	3.72
$γ_{4}$	-0.2337	-5.51
$γ_{5}$	0.1473	3.41
$γ_{6}$	0.0103	0.20
$γ_{7}$	-0.0595	-1.11
$γ_{8}$	0.0103	0.29

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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