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	param	t-stat
$ω$	0.8577	4.83
$α$	0.2034	6.81
$β$	0.6651	15.15
$γ_{1}$	0.1481	0.59
$γ_{2}$	-0.0906	-0.25
$γ_{3}$	-0.1653	-0.80
$γ_{4}$	0.1282	0.64
$γ_{5}$	0.1981	0.84
$γ_{6}$	-0.5367	-2.24
$γ_{7}$	0.6270	2.50
$γ_{8}$	-0.8110	-2.69
$γ_{9}$	0.9562	3.75
$γ_{10}$	-0.5925	-4.18

V-Lab

CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:122.68% (+0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses