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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0880	5.87***
α ARCH Response to squared shocks	0.1118	8.31***
β GARCH Volatility persistence	0.8546	61.58***

γ₁	-0.0303	-1.84*
γ₂	0.0677	2.84***
γ₃	-0.0851	-5.24***
γ₄	0.0946	5.22***
γ₅	-0.0922	-3.66***

V-Lab

iShares MSCI France ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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