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	param	t-stat
$ω$	0.8567	4.87
$α$	0.2052	6.85
$β$	0.6612	15.01
$γ_{1}$	0.1517	0.61
$γ_{2}$	-0.0992	-0.27
$γ_{3}$	-0.1580	-0.77
$γ_{4}$	0.1287	0.66
$γ_{5}$	0.1919	0.83
$γ_{6}$	-0.5373	-2.24
$γ_{7}$	0.6380	2.59
$γ_{8}$	-0.8261	-2.80
$γ_{9}$	0.9817	3.84
$γ_{10}$	-0.6217	-4.35

V-Lab

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

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses