CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4863	5.46
$α$	0.1853	4.29
$β$	0.4487	3.55
$γ_{1}$	-3.5834	-3.87
$γ_{2}$	4.6774	3.45
$γ_{3}$	-0.8926	-1.22
$γ_{4}$	-0.5660	-0.92
$γ_{5}$	0.3957	0.60
$γ_{6}$	-0.2413	-0.39
$γ_{7}$	0.4442	1.01

V-Lab

Napier Port Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.36% (+12.10%)

Date Range:

Parameter Estimates

News Impact Curve

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