CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5127	8.22
$α$	0.1066	9.05
$β$	0.8700	73.97
$γ_{1}$	0.0320	6.32
$γ_{2}$	-0.0483	-6.23
$γ_{3}$	0.0218	5.01

V-Lab

FTSE MIB Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE MIB Index Analyses