CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8434	4.99
$α$	0.0831	7.37
$β$	0.8259	33.97
$γ_{1}$	-0.1420	-4.29
$γ_{2}$	0.2705	5.99
$γ_{3}$	-0.1966	-7.49
$γ_{4}$	0.1050	4.43
$γ_{5}$	-0.0841	-3.83
$γ_{6}$	0.1048	4.68
$γ_{7}$	-0.0784	-4.74

V-Lab

CDL Investments New Zealand Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:44.38% (+5.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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