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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6674	5.54
$α$	0.1832	7.11
$β$	0.6361	16.01
$γ_{1}$	0.1410	1.04
$γ_{2}$	-0.3870	-1.72
$γ_{3}$	0.4500	2.08
$γ_{4}$	-0.4167	-2.01
$γ_{5}$	0.2961	1.99
$γ_{6}$	0.0265	0.25
$γ_{7}$	-0.2970	-2.82
$γ_{8}$	0.3515	3.23
$γ_{9}$	-0.3281	-2.23

V-Lab

Nec Capital Solutions Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:18.74% (-1.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nec Capital Solutions Ltd Analyses