CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0073	4.07
$α$	0.1254	8.47
$β$	0.8000	28.37
$γ_{1}$	-0.0544	-0.53
$γ_{2}$	0.2420	1.59
$γ_{3}$	-0.1765	-1.63
$γ_{4}$	-0.1955	-1.84
$γ_{5}$	0.2443	2.48
$γ_{6}$	0.0153	0.17
$γ_{7}$	-0.2366	-2.54
$γ_{8}$	0.4021	2.99

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ArborGen Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.11% (-1.46%)

Date Range:

Parameter Estimates

News Impact Curve

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