CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0110	1.89
$α$	0.1462	3.44
$β$	0.5052	3.82
$γ_{1}$	0.4840	0.56
$γ_{2}$	-0.6707	-0.59
$γ_{3}$	0.3700	0.68
$γ_{4}$	0.1810	0.37
$γ_{5}$	-1.1940	-2.22
$γ_{6}$	1.5820	2.46
$γ_{7}$	-1.4374	-2.17
$γ_{8}$	1.1850	1.81
$γ_{9}$	-0.6375	-0.88

V-Lab

Gentrack Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:45.44% (-4.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gentrack Group Ltd Analyses