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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0315	22.79***
α ARCH Response to squared shocks	0.0934	29.07***
β GARCH Volatility persistence	0.9047	320.70***
γ leverage Additional response to negative shocks	0.4841	16.37***
δ power Transformation power	1.2393	36.83***

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iShares MSCI France ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI France ETF Analyses