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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1898	5.04***
α ARCH Response to squared shocks	0.0916	4.65***
β GARCH Volatility persistence	0.8672	27.69***

γ₁	0.0720	3.05***
γ₂	-0.1055	-3.06***
γ₃	0.0421	2.37**

V-Lab

CBOE EuroCurrency ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EuroCurrency ETF Volatility Index Analyses