CBOE EFA ETF Volatility Index

CBOE Volatility Index

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CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

CBOE Skew Index

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	param	t-stat
$ω$	1.2756	5.81
$α$	0.1203	8.16
$β$	0.8439	52.86
$γ_{1}$	0.0519	3.46
$γ_{2}$	-0.0978	-4.59
$γ_{3}$	0.0827	5.98
$γ_{4}$	-0.0490	-5.03

V-Lab

iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI EAFE ETF Analyses