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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0190	7.01***
α ARCH Response to squared shocks	0.1022	8.08***
β GARCH Volatility persistence	0.8610	67.58***

γ₁	-0.0355	-0.86
γ₂	-0.0028	-0.04
γ₃	0.1490	3.16***
γ₄	-0.2294	-5.67***
γ₅	0.1577	4.07***
γ₆	0.0030	0.07
γ₇	-0.0803	-1.43
γ₈	0.0481	0.93

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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