CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8717	5.48
$α$	0.1661	7.11
$β$	0.6701	16.28
$γ_{1}$	0.0924	1.54
$γ_{2}$	-0.1357	-1.71
$γ_{3}$	0.0544	1.26
$γ_{4}$	0.0480	1.10
$γ_{5}$	-0.1711	-3.26
$γ_{6}$	0.2126	3.88
$γ_{7}$	-0.1670	-3.16
$γ_{8}$	0.1512	2.87
$γ_{9}$	-0.1349	-2.80
$γ_{10}$	0.0506	1.32

V-Lab

Infratil Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:22.27% (-1.00%)

Date Range:

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News Impact Curve

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