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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.6276	6.19
$α$	0.2097	7.62
$β$	0.6677	14.28
$γ_{1}$	0.6478	4.17
$γ_{2}$	-1.1254	-4.46
$γ_{3}$	0.9020	4.97
$γ_{4}$	-0.7870	-4.81
$γ_{5}$	0.5329	3.18
$γ_{6}$	-0.0888	-0.57
$γ_{7}$	-0.1797	-1.20
$γ_{8}$	0.1011	0.73
$γ_{9}$	0.0343	0.34

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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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