CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.4846	5.45
$α$	0.1851	4.30
$β$	0.4482	3.56
$γ_{1}$	-3.6033	-3.89
$γ_{2}$	4.7072	3.47
$γ_{3}$	-0.9083	-1.24
$γ_{4}$	-0.5554	-0.90
$γ_{5}$	0.3832	0.57
$γ_{6}$	-0.2153	-0.29
$γ_{7}$	0.3749	0.33

V-Lab

Napier Port Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.24% (+12.12%)

Date Range:

Parameter Estimates

News Impact Curve

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