CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6095	2.23
$α$	0.3617	5.82
$β$	0.5364	10.13
$γ_{1}$	0.1525	0.46
$γ_{2}$	-0.5081	-1.06
$γ_{3}$	0.6283	2.35
$γ_{4}$	-0.2212	-0.99
$γ_{5}$	-0.3670	-1.41
$γ_{6}$	0.9182	2.82

V-Lab

Eroad Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:107.28% (-18.59%)

Date Range:

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News Impact Curve

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