CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.6001	3.92
$α$	0.2197	4.39
$β$	0.5100	6.54
$γ_{1}$	0.1942	0.76
$γ_{2}$	-0.5893	-1.62
$γ_{3}$	0.8915	3.97
$γ_{4}$	-0.9606	-4.30
$γ_{5}$	0.8273	3.39
$γ_{6}$	-0.7077	-2.82
$γ_{7}$	0.5755	2.54
$γ_{8}$	-0.4144	-2.35
$γ_{9}$	0.4577	2.21
$γ_{10}$	-0.4311	-2.14

V-Lab

Rakon Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:59.43% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rakon Ltd Analyses