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	param	t-stat
$ω$	1.0144	6.96
$α$	0.1037	8.16
$β$	0.8591	67.07
$γ_{1}$	-0.0357	-0.84
$γ_{2}$	-0.0067	-0.10
$γ_{3}$	0.1587	3.34
$γ_{4}$	-0.2365	-5.72
$γ_{5}$	0.1552	3.80
$γ_{6}$	0.0080	0.17
$γ_{7}$	-0.0752	-1.23
$γ_{8}$	0.0374	0.69

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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