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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3171	4.75***
α ARCH Response to squared shocks	0.1074	5.90***
β GARCH Volatility persistence	0.8349	42.07***

γ₁	0.0494	0.97
γ₂	-0.1134	-1.54
γ₃	0.1897	4.08***
γ₄	-0.2360	-6.24***
γ₅	0.1278	3.57***
γ₆	0.0003	0.01
γ₇	-0.0118	-0.26
γ₈	-0.0121	-0.37

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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