CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1560	7.74
$α$	0.1137	4.00
$β$	0.7693	15.26
$γ_{1}$	0.2051	5.22
$γ_{2}$	-0.3407	-5.90
$γ_{3}$	0.1861	5.82

V-Lab

ABN AMRO Group NV Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ABN AMRO Group NV Analyses