CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5128	10.35
$α$	0.1374	3.58
$β$	0.3606	2.84
$γ_{1}$	0.0466	2.24
$γ_{2}$	-0.0161	-0.30

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Opus International Consultants Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Opus International Consultants Ltd Analyses