CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2092	6.91
$α$	0.0891	5.83
$β$	0.7781	22.20
$γ_{1}$	-0.1016	-2.04
$γ_{2}$	0.0904	1.26
$γ_{3}$	0.1407	3.03
$γ_{4}$	-0.2794	-6.14
$γ_{5}$	0.2231	4.99
$γ_{6}$	-0.0871	-2.24
$γ_{7}$	0.0890	2.25
$γ_{8}$	-0.1414	-3.22
$γ_{9}$	0.0282	0.44

V-Lab

Precinct Properties Group Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.27% (-0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Precinct Properties Group Analyses