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	param	t-stat
$ω$	0.8605	5.01
$α$	0.2057	6.78
$β$	0.6550	14.34
$γ_{1}$	0.1706	0.71
$γ_{2}$	-0.1287	-0.36
$γ_{3}$	-0.1433	-0.72
$γ_{4}$	0.1252	0.66
$γ_{5}$	0.1932	0.85
$γ_{6}$	-0.5532	-2.33
$γ_{7}$	0.6807	2.82
$γ_{8}$	-0.9157	-3.15
$γ_{9}$	1.2058	4.25
$γ_{10}$	-1.2106	-3.19

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