CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1287	5.48
$α$	0.2309	5.89
$β$	0.4457	5.26
$γ_{1}$	0.2421	0.51
$γ_{2}$	0.0717	0.10
$γ_{3}$	-1.0967	-2.28
$γ_{4}$	2.1088	4.78
$γ_{5}$	-2.4199	-5.58
$γ_{6}$	1.5532	3.05
$γ_{7}$	-0.4371	-0.69
$γ_{8}$	-0.1479	-0.26
$γ_{9}$	-0.0736	-0.18
$γ_{10}$	0.3689	1.26

V-Lab

Fonterra Co-operative Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:21.93% (+3.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fonterra Co-operative Group Ltd Analyses