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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	13.1201	6.53***
α ARCH Response to squared shocks	0.0719	46.66***
β GARCH Volatility persistence	0.9984	3,753.21***
ν DF Student-t tail thickness	9.3701	6.07***

V-Lab

iShares MSCI South Korea ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI South Korea ETF Analyses