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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8320	6.21***
α ARCH Response to squared shocks	0.1037	9.90***
β GARCH Volatility persistence	0.8650	71.54***

γ₁	-0.1202	-5.68***
γ₂	0.1916	5.72***
γ₃	-0.1329	-4.42***
γ₄	0.1080	3.73***
γ₅	-0.0543	-2.29**
γ₆	0.0044	0.27

V-Lab

iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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