CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1117	2.50
$α$	0.1058	3.52
$β$	0.7434	8.36
$γ_{1}$	4.8802	2.19
$γ_{2}$	-11.3869	-3.29
$γ_{3}$	13.2272	3.93
$γ_{4}$	-9.7481	-2.29
$γ_{5}$	1.9487	0.41
$γ_{6}$	2.4132	0.54
$γ_{7}$	-0.5086	-0.13
$γ_{8}$	-1.1668	-0.42
$γ_{9}$	-0.4380	-0.21
$γ_{10}$	1.3019	0.74

V-Lab

Cooks Coffee Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:36.00% (-2.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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