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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3237	7.63***
α ARCH Response to squared shocks	0.0953	10.07***
β GARCH Volatility persistence	0.8746	78.78***

γ₁	0.0803	6.13***
γ₂	-0.1281	-6.03***
γ₃	0.0745	4.85***
γ₄	-0.0469	-3.49***
γ₅	0.0415	2.73***
γ₆	-0.0307	-2.62***

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MSCI USA Zero Slope Spline-GARCH Volatility Analysis

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