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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2471	6.14
$α$	0.1124	6.34
$β$	0.7618	22.17
$γ_{1}$	-0.3208	-3.36
$γ_{2}$	0.5816	4.33
$γ_{3}$	-0.4266	-4.57
$γ_{4}$	0.3242	2.97
$γ_{5}$	-0.3039	-2.32
$γ_{6}$	0.2493	2.16
$γ_{7}$	-0.1139	-1.00
$γ_{8}$	-0.0673	-0.57
$γ_{9}$	0.1357	1.67
$γ_{10}$	-0.0681	-1.15

V-Lab

Dentsu Soken Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:80.39% (+23.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dentsu Soken Inc Analyses