CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2198	5.15
$α$	0.0903	5.22
$β$	0.7712	17.09
$γ_{1}$	0.0693	0.47
$γ_{2}$	-0.2327	-1.00
$γ_{3}$	0.3181	1.99
$γ_{4}$	-0.3136	-2.57
$γ_{5}$	0.3937	3.43
$γ_{6}$	-0.4656	-3.85
$γ_{7}$	0.5008	3.68
$γ_{8}$	-0.5583	-2.66

V-Lab

Delegat Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.11% (-0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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