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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8150	6.10***
α ARCH Response to squared shocks	0.1034	9.85***
β GARCH Volatility persistence	0.8648	71.03***

γ₁	-0.1226	-5.71***
γ₂	0.1948	5.74***
γ₃	-0.1339	-4.41***
γ₄	0.1077	3.71***
γ₅	-0.0530	-2.24**
γ₆	0.0031	0.19

V-Lab

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

Date Range:

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