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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2427	7.61
$α$	0.2101	5.16
$β$	0.5566	10.12
$γ_{1}$	-0.0079	-0.19
$γ_{2}$	0.0487	0.76
$γ_{3}$	-0.1173	-2.46
$γ_{4}$	0.1037	2.13
$γ_{5}$	0.0218	0.41
$γ_{6}$	-0.1276	-2.18
$γ_{7}$	0.1734	3.40
$γ_{8}$	-0.1619	-3.42
$γ_{9}$	0.0643	1.30
$γ_{10}$	0.0775	0.90

V-Lab

Tayca Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:39.97% (-4.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tayca Corp Analyses