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	param	t-stat
$ω$	1.5685	6.02
$α$	0.1449	4.47
$β$	0.6506	10.20
$γ_{1}$	0.4583	3.48
$γ_{2}$	-0.5677	-2.77
$γ_{3}$	0.2429	1.70
$γ_{4}$	-0.1924	-1.47
$γ_{5}$	0.0016	0.01
$γ_{6}$	0.0997	0.47
$γ_{7}$	-0.1572	-0.84
$γ_{8}$	1.0512	5.64

V-Lab

CBOE EuroCurrency ETF Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EuroCurrency ETF Volatility Index Analyses