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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4220	2.86
$α$	0.3500	3.14
$β$	0.1378	1.02
$γ_{1}$	-5.9111	-1.42
$γ_{2}$	12.6313	2.20
$γ_{3}$	-12.1630	-3.54
$γ_{4}$	9.0462	2.48
$γ_{5}$	-1.5192	-0.38
$γ_{6}$	-9.6167	-2.46
$γ_{7}$	16.7704	2.83

V-Lab

True Data Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:59.79% (-25.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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