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	param	t-stat
$ω$	1.3272	4.75
$α$	0.1067	5.85
$β$	0.8363	42.07
$γ_{1}$	0.0565	1.07
$γ_{2}$	-0.1270	-1.67
$γ_{3}$	0.2015	4.26
$γ_{4}$	-0.2406	-6.19
$γ_{5}$	0.1243	3.25
$γ_{6}$	0.0005	0.01
$γ_{7}$	-0.0025	-0.05
$γ_{8}$	-0.0217	-0.64

V-Lab

iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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