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
$ω$	1.2717	5.80
$α$	0.1196	8.15
$β$	0.8448	53.23
$γ_{1}$	0.0511	3.41
$γ_{2}$	-0.0965	-4.54
$γ_{3}$	0.0818	5.94
$γ_{4}$	-0.0487	-5.01

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