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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5941	6.53
$α$	0.1482	5.34
$β$	0.6033	9.45
$γ_{1}$	0.0069	0.03
$γ_{2}$	0.0654	0.18
$γ_{3}$	-0.0631	-0.22
$γ_{4}$	0.1102	0.40
$γ_{5}$	-0.3513	-1.52
$γ_{6}$	0.4774	2.93
$γ_{7}$	-0.5147	-3.58
$γ_{8}$	0.5848	3.79
$γ_{9}$	-0.7069	-3.49

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Nomura Micro Science Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:50.60% (+2.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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