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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7938	5.50***
α ARCH Response to squared shocks	0.1053	7.04***
β GARCH Volatility persistence	0.8424	47.42***

γ₁	-0.1099	-4.52***
γ₂	0.1705	4.97***
γ₃	-0.1065	-4.92***
γ₄	0.0839	4.25***
γ₅	-0.0470	-2.46**
γ₆	0.0060	0.35

V-Lab

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

Date Range:

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