CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1683	5.84
$α$	0.1698	7.07
$β$	0.6046	10.74
$γ_{1}$	0.2325	3.81
$γ_{2}$	-0.4327	-4.55
$γ_{3}$	0.3453	4.24
$γ_{4}$	-0.1762	-2.04
$γ_{5}$	0.0119	0.15
$γ_{6}$	0.0668	0.98
$γ_{7}$	-0.0794	-1.08
$γ_{8}$	0.0159	0.20
$γ_{9}$	0.0793	0.70

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Ilkka Oyj Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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