CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5414	5.92
$α$	0.1316	5.12
$β$	0.7126	16.18
$γ_{1}$	-0.3824	-4.17
$γ_{2}$	0.5261	3.73
$γ_{3}$	-0.1834	-1.85
$γ_{4}$	0.0700	0.80
$γ_{5}$	-0.0268	-0.20

V-Lab

Accordant Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:42.19% (+3.70%)

Date Range:

Parameter Estimates

News Impact Curve

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