CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2093	6.92
$α$	0.0890	5.81
$β$	0.7778	22.11
$γ_{1}$	-0.1016	-2.05
$γ_{2}$	0.0909	1.27
$γ_{3}$	0.1396	3.02
$γ_{4}$	-0.2789	-6.14
$γ_{5}$	0.2237	5.00
$γ_{6}$	-0.0877	-2.25
$γ_{7}$	0.0889	2.25
$γ_{8}$	-0.1418	-3.24
$γ_{9}$	0.0279	0.43

V-Lab

Precinct Properties Group Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:18.45% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Precinct Properties Group Analyses