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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0231	24.22***
α ARCH Response to squared shocks	0.0877	25.30***
β GARCH Volatility persistence	0.9114	340.20***
γ leverage Additional response to negative shocks	0.5215	13.12***
δ power Transformation power	1.2666	37.49***

V-Lab

iShares MSCI United Kingdom ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI United Kingdom ETF Analyses