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	param	t-stat
$ω$	1.3523	4.91
$α$	0.1061	5.84
$β$	0.8370	42.26
$γ_{1}$	0.0637	1.25
$γ_{2}$	-0.1376	-1.86
$γ_{3}$	0.2073	4.41
$γ_{4}$	-0.2468	-6.39
$γ_{5}$	0.1318	3.51
$γ_{6}$	-0.0037	-0.08
$γ_{7}$	-0.0030	-0.06
$γ_{8}$	-0.0173	-0.27

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iShares MSCI Spain Capped ETF Spline-GARCH Volatility Analysis

Date Range:

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