CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1273	5.49
$α$	0.2303	5.87
$β$	0.4442	5.22
$γ_{1}$	0.2434	0.51
$γ_{2}$	0.0694	0.09
$γ_{3}$	-1.0958	-2.28
$γ_{4}$	2.1092	4.79
$γ_{5}$	-2.4191	-5.59
$γ_{6}$	1.5499	3.05
$γ_{7}$	-0.4312	-0.69
$γ_{8}$	-0.1600	-0.29
$γ_{9}$	-0.0481	-0.12
$γ_{10}$	0.3425	1.14

V-Lab

Fonterra Co-operative Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.49% (+2.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fonterra Co-operative Group Ltd Analyses