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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1063	5.82***
α ARCH Response to squared shocks	0.1110	8.44***
β GARCH Volatility persistence	0.8569	62.85***

γ₁	-0.0283	-1.69*
γ₂	0.0634	2.62***
γ₃	-0.0777	-4.78***
γ₄	0.0773	4.74***
γ₅	-0.0457	-3.95***

V-Lab

iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis

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