CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5160	8.25
$α$	0.1064	9.04
$β$	0.8701	74.07
$γ_{1}$	0.0322	5.87
$γ_{2}$	-0.0492	-5.32
$γ_{3}$	0.0240	2.47

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FTSE MIB Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE MIB Index Analyses