CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5956	4.89
$α$	0.1581	6.85
$β$	0.7362	18.10
$γ_{1}$	-0.0083	-0.07
$γ_{2}$	0.0605	0.34
$γ_{3}$	-0.1801	-1.54
$γ_{4}$	0.2072	1.68
$γ_{5}$	-0.2123	-1.46
$γ_{6}$	0.3051	1.99
$γ_{7}$	-0.2528	-1.53

V-Lab

BLIS Technologies Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:74.46% (-4.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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