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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.6714	6.31
$α$	0.2117	7.62
$β$	0.6626	14.06
$γ_{1}$	0.6746	4.40
$γ_{2}$	-1.1703	-4.71
$γ_{3}$	0.9360	5.21
$γ_{4}$	-0.8151	-4.94
$γ_{5}$	0.5486	3.24
$γ_{6}$	-0.0859	-0.54
$γ_{7}$	-0.2053	-1.31
$γ_{8}$	0.1731	0.95
$γ_{9}$	-0.1988	-0.64

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Urbana Corp Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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