CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0075	1.88
$α$	0.1461	3.46
$β$	0.5052	3.81
$γ_{1}$	0.4726	0.54
$γ_{2}$	-0.6537	-0.58
$γ_{3}$	0.3632	0.67
$γ_{4}$	0.1798	0.37
$γ_{5}$	-1.1879	-2.21
$γ_{6}$	1.5765	2.45
$γ_{7}$	-1.4387	-2.18
$γ_{8}$	1.2014	1.94
$γ_{9}$	-0.6942	-1.59

V-Lab

Gentrack Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:43.13% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

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