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	param	t-stat
$ω$	1.3206	4.75
$α$	0.1062	5.84
$β$	0.8369	42.33
$γ_{1}$	0.0527	1.02
$γ_{2}$	-0.1196	-1.60
$γ_{3}$	0.1951	4.16
$γ_{4}$	-0.2383	-6.21
$γ_{5}$	0.1267	3.43
$γ_{6}$	-0.0008	-0.02
$γ_{7}$	-0.0049	-0.11
$γ_{8}$	-0.0195	-0.58

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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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