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	param	t-stat
$ω$	0.8638	4.94
$α$	0.2059	7.02
$β$	0.6603	15.44
$γ_{1}$	0.1669	0.70
$γ_{2}$	-0.1296	-0.37
$γ_{3}$	-0.1377	-0.69
$γ_{4}$	0.1404	0.75
$γ_{5}$	0.1458	0.64
$γ_{6}$	-0.4891	-2.02
$γ_{7}$	0.5956	2.53
$γ_{8}$	-0.7736	-2.79
$γ_{9}$	0.9544	3.59
$γ_{10}$	-0.6377	-4.05

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