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	param	t-stat
$ω$	1.3265	4.80
$α$	0.1059	5.82
$β$	0.8370	42.19
$γ_{1}$	0.0547	1.06
$γ_{2}$	-0.1228	-1.64
$γ_{3}$	0.1972	4.21
$γ_{4}$	-0.2393	-6.24
$γ_{5}$	0.1268	3.42
$γ_{6}$	-0.0014	-0.03
$γ_{7}$	-0.0026	-0.06
$γ_{8}$	-0.0222	-0.66

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

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News Impact Curve

Volatility Forecast

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