CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2187	6.94
$α$	0.0884	5.84
$β$	0.7799	22.39
$γ_{1}$	-0.0969	-1.94
$γ_{2}$	0.0860	1.20
$γ_{3}$	0.1367	2.94
$γ_{4}$	-0.2714	-5.94
$γ_{5}$	0.2158	4.80
$γ_{6}$	-0.0839	-2.14
$γ_{7}$	0.0944	2.42
$γ_{8}$	-0.1668	-4.18
$γ_{9}$	0.1036	3.38

V-Lab

Precinct Properties Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:19.52% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Precinct Properties Group Analyses