CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0721	7.50
$α$	0.0918	6.92
$β$	0.8355	38.80
$γ_{1}$	-0.0273	-0.57
$γ_{2}$	0.0995	1.34
$γ_{3}$	-0.1915	-4.23
$γ_{4}$	0.2537	7.77
$γ_{5}$	-0.2234	-7.82
$γ_{6}$	0.1205	3.97
$γ_{7}$	-0.0652	-1.92
$γ_{8}$	0.0772	1.78
$γ_{9}$	-0.0597	-1.44

V-Lab

Spark New Zealand Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:19.12% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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