CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5905	3.80
$α$	0.2283	4.51
$β$	0.5097	6.73
$γ_{1}$	0.1803	0.69
$γ_{2}$	-0.5795	-1.57
$γ_{3}$	0.9064	4.01
$γ_{4}$	-0.9827	-4.37
$γ_{5}$	0.8461	3.43
$γ_{6}$	-0.7153	-2.81
$γ_{7}$	0.5570	2.42
$γ_{8}$	-0.3353	-1.89
$γ_{9}$	0.2410	1.14
$γ_{10}$	0.1169	0.21

V-Lab

Rakon Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:74.08% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rakon Ltd Analyses