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	param	t-stat
$ω$	1.0135	6.98
$α$	0.1030	8.12
$β$	0.8598	67.19
$γ_{1}$	-0.0359	-0.85
$γ_{2}$	-0.0055	-0.08
$γ_{3}$	0.1567	3.30
$γ_{4}$	-0.2351	-5.72
$γ_{5}$	0.1554	3.85
$γ_{6}$	0.0070	0.15
$γ_{7}$	-0.0752	-1.24
$γ_{8}$	0.0381	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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