CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0994	5.64
$α$	0.1703	6.99
$β$	0.6062	10.82
$γ_{1}$	0.2148	3.48
$γ_{2}$	-0.4045	-4.20
$γ_{3}$	0.3266	3.98
$γ_{4}$	-0.1623	-1.86
$γ_{5}$	0.0026	0.03
$γ_{6}$	0.0738	1.09
$γ_{7}$	-0.0903	-1.26
$γ_{8}$	0.0426	0.60
$γ_{9}$	0.0024	0.05

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Ilkka Oyj Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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