CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1187	5.54
$α$	0.2271	5.56
$β$	0.4326	5.00
$γ_{1}$	0.2301	0.49
$γ_{2}$	0.0973	0.13
$γ_{3}$	-1.1299	-2.37
$γ_{4}$	2.1451	4.94
$γ_{5}$	-2.4374	-5.70
$γ_{6}$	1.5283	3.05
$γ_{7}$	-0.3343	-0.54
$γ_{8}$	-0.4080	-0.73
$γ_{9}$	0.5445	1.06
$γ_{10}$	-1.3541	-1.62

V-Lab

Fonterra Co-operative Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.32% (+3.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fonterra Co-operative Group Ltd Analyses