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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9267	4.80
$α$	0.1470	5.66
$β$	0.6254	11.43
$γ_{1}$	-0.1063	-2.93
$γ_{2}$	0.1840	3.44
$γ_{3}$	-0.1677	-3.48
$γ_{4}$	0.1341	2.49
$γ_{5}$	-0.0164	-0.31
$γ_{6}$	-0.0638	-1.11
$γ_{7}$	0.0557	0.60

V-Lab

Sanko Gosei Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:32.90% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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