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	param	t-stat
$ω$	1.1772	5.81
$α$	0.0970	8.51
$β$	0.8661	67.80
$γ_{1}$	0.0380	0.80
$γ_{2}$	-0.1076	-1.49
$γ_{3}$	0.1882	3.75
$γ_{4}$	-0.2342	-5.52
$γ_{5}$	0.1468	3.38
$γ_{6}$	0.0112	0.21
$γ_{7}$	-0.0602	-1.12
$γ_{8}$	0.0108	0.31

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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