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	param	t-stat
$ω$	1.0116	6.96
$α$	0.1029	8.15
$β$	0.8600	67.69
$γ_{1}$	-0.0373	-0.89
$γ_{2}$	-0.0023	-0.04
$γ_{3}$	0.1527	3.23
$γ_{4}$	-0.2327	-5.70
$γ_{5}$	0.1573	3.96
$γ_{6}$	0.0031	0.07
$γ_{7}$	-0.0733	-1.25
$γ_{8}$	0.0380	0.72

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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