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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7929	5.49***
α ARCH Response to squared shocks	0.1053	7.03***
β GARCH Volatility persistence	0.8423	47.35***

γ₁	-0.1102	-4.52***
γ₂	0.1709	4.97***
γ₃	-0.1068	-4.93***
γ₄	0.0840	4.24***
γ₅	-0.0470	-2.44**
γ₆	0.0060	0.35

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

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