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	param	t-stat
$ω$	1.1898	5.04
$α$	0.0916	4.65
$β$	0.8672	27.69
$γ_{1}$	0.0720	3.05
$γ_{2}$	-0.1055	-3.06
$γ_{3}$	0.0421	2.37

V-Lab

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

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EuroCurrency ETF Volatility Index Analyses