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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0518	23.44***
α ARCH Response to squared shocks	0.0829	30.17***
β GARCH Volatility persistence	0.9039	349.00***
γ leverage Additional response to negative shocks	0.5815	20.16***
δ power Transformation power	1.3488	35.64***

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iShares MSCI Mexico Capped ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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