CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2304	7.15
$α$	0.1276	8.50
$β$	0.6851	18.92
$γ_{1}$	-0.0261	-1.58
$γ_{2}$	0.0561	2.50
$γ_{3}$	-0.0668	-5.22
$γ_{4}$	0.0580	4.84
$γ_{5}$	-0.0030	-0.24
$γ_{6}$	-0.0453	-2.01

V-Lab

Property for Industry Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:16.47% (-0.75%)

Date Range:

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