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	param	t-stat
$ω$	0.8667	5.07
$α$	0.2073	6.91
$β$	0.6529	14.53
$γ_{1}$	0.1786	0.76
$γ_{2}$	-0.1447	-0.42
$γ_{3}$	-0.1326	-0.68
$γ_{4}$	0.1326	0.72
$γ_{5}$	0.1658	0.73
$γ_{6}$	-0.5235	-2.20
$γ_{7}$	0.6532	2.78
$γ_{8}$	-0.8830	-3.15
$γ_{9}$	1.1987	4.20
$γ_{10}$	-1.3188	-3.67

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