CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8443	6.31
$α$	0.2144	2.98
$β$	0.0198	0.38
$γ_{1}$	-0.4441	-1.87
$γ_{2}$	0.6089	1.74
$γ_{3}$	-0.3321	-1.09
$γ_{4}$	0.4726	1.41
$γ_{5}$	-0.5266	-1.98
$γ_{6}$	0.1384	0.57
$γ_{7}$	0.3229	1.36
$γ_{8}$	-0.6558	-2.49

V-Lab

Chorus Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:12.08% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

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