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	param	t-stat
$ω$	0.8656	5.06
$α$	0.2066	6.93
$β$	0.6538	14.65
$γ_{1}$	0.1792	0.76
$γ_{2}$	-0.1472	-0.43
$γ_{3}$	-0.1304	-0.67
$γ_{4}$	0.1355	0.74
$γ_{5}$	0.1559	0.69
$γ_{6}$	-0.5099	-2.13
$γ_{7}$	0.6356	2.72
$γ_{8}$	-0.8574	-3.08
$γ_{9}$	1.1635	4.05
$γ_{10}$	-1.2465	-3.49

V-Lab

CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE EFA ETF Volatility Index Analyses