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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3138	4.74***
α ARCH Response to squared shocks	0.1063	5.83***
β GARCH Volatility persistence	0.8361	41.99***

γ₁	0.0519	1.01
γ₂	-0.1185	-1.60
γ₃	0.1943	4.18***
γ₄	-0.2384	-6.29***
γ₅	0.1280	3.53***
γ₆	-0.0012	-0.03
γ₇	-0.0065	-0.14
γ₈	-0.0178	-0.54

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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