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	param	t-stat
$ω$	0.8588	4.89
$α$	0.2059	6.91
$β$	0.6604	15.10
$γ_{1}$	0.1565	0.64
$γ_{2}$	-0.1088	-0.30
$γ_{3}$	-0.1510	-0.75
$γ_{4}$	0.1299	0.67
$γ_{5}$	0.1836	0.79
$γ_{6}$	-0.5331	-2.22
$γ_{7}$	0.6410	2.65
$γ_{8}$	-0.8310	-2.87
$γ_{9}$	0.9985	3.86
$γ_{10}$	-0.6486	-4.41

V-Lab

CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EFA ETF Volatility Index Analyses