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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1416	5.26***
α ARCH Response to squared shocks	0.1115	8.09***
β GARCH Volatility persistence	0.8483	57.08***

γ₁	0.0096	0.19
γ₂	-0.0607	-0.79
γ₃	0.1616	3.14***
γ₄	-0.2162	-5.06***
γ₅	0.1184	2.87***
γ₆	0.0397	0.87
γ₇	-0.0853	-1.81*
γ₈	0.0404	1.19

V-Lab

iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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