CBOE EFA ETF Volatility Index

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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

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	param	t-stat
$ω$	1.2682	5.77
$α$	0.1192	8.17
$β$	0.8456	53.64
$γ_{1}$	0.0502	3.35
$γ_{2}$	-0.0948	-4.47
$γ_{3}$	0.0809	5.89
$γ_{4}$	-0.0485	-5.02

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