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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0285	12.33***
α ARCH Response to squared shocks	0.1066	19.41***
β GARCH Volatility persistence	0.8304	353.96***
γ leverage Additional response to negative shocks	0.0968	7.62***

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iShares MSCI United Kingdom ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI United Kingdom ETF Analyses