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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	97.8649	8.63***
α ARCH Response to squared shocks	0.1266	27.55***
β GARCH Volatility persistence	0.9425	153.60***
ν DF Student-t tail thickness	3.8086	12.92***

V-Lab

CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EFA ETF Volatility Index Analyses