CBOE EFA ETF Volatility Index

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

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
$ω$	1.2830	5.93
$α$	0.1206	8.01
$β$	0.8420	52.23
$γ_{1}$	0.0549	3.72
$γ_{2}$	-0.1046	-4.96
$γ_{3}$	0.0949	5.95
$γ_{4}$	-0.0789	-3.16

V-Lab

iShares MSCI EAFE ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI EAFE ETF Analyses