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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.6180	6.17
$α$	0.2105	7.61
$β$	0.6656	14.20
$γ_{1}$	0.6529	4.18
$γ_{2}$	-1.1354	-4.48
$γ_{3}$	0.9116	5.00
$γ_{4}$	-0.7964	-4.82
$γ_{5}$	0.5403	3.19
$γ_{6}$	-0.0936	-0.59
$γ_{7}$	-0.1732	-1.15
$γ_{8}$	0.0888	0.64
$γ_{9}$	0.0472	0.45

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Urbana Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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