CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8560	8.12
$α$	0.1884	2.26
$β$	0.5286	3.29
$γ_{1}$	-0.1365	-4.00

V-Lab

Capitaland Investment Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.24% (-1.94%)

Date Range:

Parameter Estimates

News Impact Curve

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