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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.8534	5.77
$α$	0.2565	3.39
$β$	0.1894	1.64
$γ_{1}$	1.9809	1.19
$γ_{2}$	0.9599	0.40
$γ_{3}$	-6.8456	-5.33
$γ_{4}$	6.7716	5.63
$γ_{5}$	-4.3976	-3.04
$γ_{6}$	2.0472	1.41
$γ_{7}$	-0.9824	-0.72
$γ_{8}$	2.2273	0.99
$γ_{9}$	-5.9271	-1.75
$γ_{10}$	10.9930	2.58

V-Lab

Frontier Management Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:43.53% (-4.35%)

Date Range:

Parameter Estimates

News Impact Curve

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