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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0246	20.98***
α ARCH Response to squared shocks	0.0342	9.52***
β GARCH Volatility persistence	0.8995	404.62***
γ leverage Additional response to negative shocks	0.1099	19.52***

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iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI United Kingdom ETF Analyses