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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2890	3.87
$α$	0.1089	6.31
$β$	0.7726	22.42
$γ_{1}$	-0.1008	-0.69
$γ_{2}$	0.2814	1.42
$γ_{3}$	-0.2765	-2.73
$γ_{4}$	0.0778	0.86
$γ_{5}$	0.1337	1.22
$γ_{6}$	-0.3073	-2.70
$γ_{7}$	0.4039	3.93
$γ_{8}$	-0.3965	-3.36
$γ_{9}$	0.3333	1.97
$γ_{10}$	-0.1844	-0.64

V-Lab

Dentsu Group Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:39.98% (-1.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dentsu Group Inc Analyses