CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9291	6.08
$α$	0.1882	5.40
$β$	0.4500	6.22
$γ_{1}$	0.2747	2.82
$γ_{2}$	-0.5189	-3.13
$γ_{3}$	0.2953	1.81
$γ_{4}$	0.0690	0.45
$γ_{5}$	-0.2069	-1.32
$γ_{6}$	-0.0294	-0.17
$γ_{7}$	0.4596	2.82
$γ_{8}$	-0.7397	-2.79

V-Lab

Comvita Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:43.59% (-7.65%)

Date Range:

Parameter Estimates

News Impact Curve

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