CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8453	6.28
$α$	0.2177	2.96
$β$	0.0306	0.54
$γ_{1}$	-0.4403	-1.84
$γ_{2}$	0.6028	1.71
$γ_{3}$	-0.3306	-1.08
$γ_{4}$	0.4800	1.42
$γ_{5}$	-0.5539	-2.07
$γ_{6}$	0.2134	0.89
$γ_{7}$	0.1330	0.63
$γ_{8}$	-0.1189	-0.98

V-Lab

Chorus Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:22.47% (+4.04%)

Date Range:

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News Impact Curve

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