CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1876	8.41
$α$	0.1410	3.56
$β$	0.2692	2.09
$γ_{1}$	-0.1495	-1.85
$γ_{2}$	0.2778	2.18
$γ_{3}$	-0.1147	-1.05
$γ_{4}$	-0.0550	-0.58

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Opus International Consultants Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Opus International Consultants Ltd Analyses