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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0223	7.05***
α ARCH Response to squared shocks	0.1023	8.11***
β GARCH Volatility persistence	0.8607	67.81***

γ₁	-0.0352	-0.85
γ₂	-0.0038	-0.06
γ₃	0.1506	3.20***
γ₄	-0.2309	-5.70***
γ₅	0.1585	4.05***
γ₆	0.0010	0.02
γ₇	-0.0739	-1.29
γ₈	0.0401	0.77

V-Lab

iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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