CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6535	2.20
$α$	0.3551	5.71
$β$	0.5221	8.98
$γ_{1}$	0.6254	0.87
$γ_{2}$	-0.8257	-0.84
$γ_{3}$	-0.3931	-0.55
$γ_{4}$	1.3735	1.80
$γ_{5}$	-1.2635	-1.79
$γ_{6}$	1.0991	1.85
$γ_{7}$	-1.3841	-2.86
$γ_{8}$	1.2570	2.50
$γ_{9}$	-0.6810	-1.38

V-Lab

Eroad Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:91.73% (-21.19%)

Date Range:

Parameter Estimates

News Impact Curve

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