CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2426	7.21
$α$	0.1258	8.41
$β$	0.6894	19.26
$γ_{1}$	-0.0240	-1.46
$γ_{2}$	0.0531	2.38
$γ_{3}$	-0.0656	-5.16
$γ_{4}$	0.0591	5.07
$γ_{5}$	-0.0085	-0.84
$γ_{6}$	-0.0282	-3.85

V-Lab

Property for Industry Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.26% (-1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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