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	param	t-stat
$ω$	1.3242	4.74
$α$	0.1067	5.86
$β$	0.8366	42.28
$γ_{1}$	0.0546	1.04
$γ_{2}$	-0.1234	-1.63
$γ_{3}$	0.1984	4.20
$γ_{4}$	-0.2395	-6.19
$γ_{5}$	0.1257	3.34
$γ_{6}$	-0.0006	-0.01
$γ_{7}$	-0.0028	-0.06
$γ_{8}$	-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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