CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8623	4.80
$α$	0.1280	6.98
$β$	0.7578	22.67
$γ_{1}$	-0.1377	-3.23
$γ_{2}$	0.2913	4.93
$γ_{3}$	-0.2773	-9.14
$γ_{4}$	0.2434	8.78
$γ_{5}$	-0.2583	-7.18
$γ_{6}$	0.2579	6.01
$γ_{7}$	-0.1574	-2.88

V-Lab

Millennium & Copthorne Hotels New Zealand Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.46% (+7.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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