CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1118	5.86
$α$	0.2082	6.49
$β$	0.6586	16.06
$γ_{1}$	-0.0027	-0.03
$γ_{2}$	0.0129	0.09
$γ_{3}$	-0.0192	-0.12
$γ_{4}$	0.0091	0.06
$γ_{5}$	0.0197	0.15
$γ_{6}$	0.0212	0.18
$γ_{7}$	-0.2582	-2.14
$γ_{8}$	0.5098	3.71
$γ_{9}$	-0.5234	-3.34
$γ_{10}$	0.3291	2.67

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Coil Zero Slope Spline-GARCH Volatility Analysis

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