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	param	t-stat
$ω$	1.3292	4.74
$α$	0.1071	5.86
$β$	0.8362	42.08
$γ_{1}$	0.0575	1.09
$γ_{2}$	-0.1290	-1.69
$γ_{3}$	0.2032	4.28
$γ_{4}$	-0.2409	-6.16
$γ_{5}$	0.1230	3.18
$γ_{6}$	0.0011	0.02
$γ_{7}$	-0.0017	-0.03
$γ_{8}$	-0.0227	-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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