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	param	t-stat
$ω$	0.8707	4.99
$α$	0.2061	6.98
$β$	0.6604	15.33
$γ_{1}$	0.1708	0.71
$γ_{2}$	-0.1303	-0.37
$γ_{3}$	-0.1422	-0.71
$γ_{4}$	0.1362	0.72
$γ_{5}$	0.1628	0.71
$γ_{6}$	-0.5119	-2.12
$γ_{7}$	0.6224	2.61
$γ_{8}$	-0.8073	-2.86
$γ_{9}$	0.9839	3.73
$γ_{10}$	-0.6510	-4.25

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