CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1067	5.92
$α$	0.2069	6.55
$β$	0.6563	16.02
$γ_{1}$	-0.0043	-0.05
$γ_{2}$	0.0148	0.10
$γ_{3}$	-0.0180	-0.11
$γ_{4}$	0.0061	0.04
$γ_{5}$	0.0202	0.15
$γ_{6}$	0.0274	0.23
$γ_{7}$	-0.2685	-2.18
$γ_{8}$	0.5128	3.66
$γ_{9}$	-0.5092	-3.18
$γ_{10}$	0.3078	2.47

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Coil Zero Slope Spline-GARCH Volatility Analysis

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