CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1189	5.54
$α$	0.2266	5.54
$β$	0.4325	4.98
$γ_{1}$	0.2299	0.49
$γ_{2}$	0.0974	0.13
$γ_{3}$	-1.1297	-2.37
$γ_{4}$	2.1449	4.94
$γ_{5}$	-2.4364	-5.70
$γ_{6}$	1.5259	3.05
$γ_{7}$	-0.3292	-0.53
$γ_{8}$	-0.4196	-0.75
$γ_{9}$	0.5736	1.12
$γ_{10}$	-1.4594	-1.78

V-Lab

Fonterra Co-operative Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:8.59% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fonterra Co-operative Group Ltd Analyses