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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7394	6.46
$α$	0.1609	8.46
$β$	0.7282	23.41
$γ_{1}$	-0.2191	-2.99
$γ_{2}$	0.2447	2.10
$γ_{3}$	-0.0638	-0.65
$γ_{4}$	0.1596	1.63
$γ_{5}$	-0.2481	-1.99
$γ_{6}$	0.2543	1.66
$γ_{7}$	-0.2735	-1.96
$γ_{8}$	0.2617	2.10
$γ_{9}$	-0.4357	-2.42

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Yamada Consulting Group Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:14.18% (+1.78%)

Date Range:

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News Impact Curve

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