CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8988	3.03
$α$	0.1583	4.93
$β$	0.7981	18.09
$γ_{1}$	-1.0812	-3.20
$γ_{2}$	1.4022	2.88
$γ_{3}$	-0.3326	-1.18
$γ_{4}$	0.0790	0.29
$γ_{5}$	0.0598	0.18
$γ_{6}$	-0.4159	-1.19
$γ_{7}$	0.5534	1.60
$γ_{8}$	-0.2439	-0.45
$γ_{9}$	-0.6212	-0.67

V-Lab

Pacific Edge Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.30% (-1.81%)

Date Range:

Parameter Estimates

News Impact Curve

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