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{name} Model Equation

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Param	Value	t-stat
ωconst	1.8646	8.12***
αARCH	0.0880	9.20***
βGARCH	0.8844	75.36***

γ₁	0.0200	1.98**
γ₂	-0.0304	-1.87*
γ₃	0.0321	2.50**
γ₄	-0.0322	-3.54***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8646	8.12***
α ARCH Response to squared shocks	0.0880	9.20***
β GARCH Volatility persistence	0.8844	75.36***

γ₁	0.0200	1.98**
γ₂	-0.0304	-1.87*
γ₃	0.0321	2.50**
γ₄	-0.0322	-3.54***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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