CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9160	3.13
$α$	0.1564	4.78
$β$	0.7961	17.36
$γ_{1}$	-1.0302	-3.12
$γ_{2}$	1.3277	2.80
$γ_{3}$	-0.2933	-1.07
$γ_{4}$	0.0499	0.18
$γ_{5}$	0.0896	0.28
$γ_{6}$	-0.4699	-1.38
$γ_{7}$	0.6855	2.19
$γ_{8}$	-0.5531	-1.66
$γ_{9}$	0.1975	0.63

V-Lab

Pacific Edge Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:73.63% (-1.40%)

Date Range:

Parameter Estimates

News Impact Curve

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