CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5419	5.92
$α$	0.1333	5.16
$β$	0.7094	16.11
$γ_{1}$	-0.3834	-4.19
$γ_{2}$	0.5291	3.77
$γ_{3}$	-0.1906	-1.96
$γ_{4}$	0.0873	1.14
$γ_{5}$	-0.0715	-1.42

V-Lab

Accordant Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:37.42% (-1.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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