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	param	t-stat
$ω$	1.0104	6.94
$α$	0.1028	8.13
$β$	0.8603	67.56
$γ_{1}$	-0.0376	-0.90
$γ_{2}$	-0.0021	-0.03
$γ_{3}$	0.1531	3.23
$γ_{4}$	-0.2329	-5.68
$γ_{5}$	0.1565	3.92
$γ_{6}$	0.0043	0.10
$γ_{7}$	-0.0738	-1.24
$γ_{8}$	0.0379	0.71

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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