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	param	t-stat
$ω$	1.3293	4.76
$α$	0.1067	5.85
$β$	0.8364	42.03
$γ_{1}$	0.0574	1.09
$γ_{2}$	-0.1285	-1.69
$γ_{3}$	0.2024	4.27
$γ_{4}$	-0.2407	-6.18
$γ_{5}$	0.1237	3.21
$γ_{6}$	0.0008	0.02
$γ_{7}$	-0.0020	-0.04
$γ_{8}$	-0.0224	-0.66

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

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News Impact Curve

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