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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7965	5.49***
α ARCH Response to squared shocks	0.1050	7.02***
β GARCH Volatility persistence	0.8432	47.69***

γ₁	-0.1092	-4.50***
γ₂	0.1694	4.95***
γ₃	-0.1062	-4.93***
γ₄	0.0844	4.29***
γ₅	-0.0490	-2.58***
γ₆	0.0083	0.50

V-Lab

iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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Parameter Estimates

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