CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8183	6.72
$α$	0.1944	2.32
$β$	0.5372	3.67
$γ_{1}$	-0.2555	-3.05
$γ_{2}$	0.3370	3.15

V-Lab

Capitaland Investment Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:24.80% (-4.72%)

Date Range:

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