CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:97.91% (+9.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8504 | 4.99 | |
| 0.2017 | 6.59 | |
| 0.6575 | 13.98 | |
| 0.1588 | 0.65 | |
| -0.1066 | -0.30 | |
| -0.1585 | -0.78 | |
| 0.1249 | 0.64 | |
| 0.2054 | 0.90 | |
| -0.5544 | -2.36 | |
| 0.6681 | 2.69 | |
| -0.9096 | -3.03 | |
| 1.2036 | 4.26 | |
| -1.2302 | -2.94 |
Estimation Period:
Jan 2, 2008 to Feb 13, 2026
Jan 2, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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