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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0335	13.39***
α ARCH Response to squared shocks	0.0439	15.18***
β GARCH Volatility persistence	0.9228	475.44***
γ leverage Additional response to negative shocks	0.0511	9.65***

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iShares MSCI South Korea ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI South Korea ETF Analyses