CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6276	7.05
$α$	0.1048	10.89
$β$	0.8668	76.44
$γ_{1}$	-0.0122	-5.18
$γ_{2}$	0.0182	3.70

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Capitaland Group Pte Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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