CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0074	7.50
$α$	0.0951	6.97
$β$	0.8199	35.22
$γ_{1}$	-0.0454	-1.01
$γ_{2}$	0.1283	1.84
$γ_{3}$	-0.2109	-4.96
$γ_{4}$	0.2694	8.82
$γ_{5}$	-0.2344	-8.67
$γ_{6}$	0.1229	4.26
$γ_{7}$	-0.0511	-1.64
$γ_{8}$	0.0318	0.90
$γ_{9}$	0.0641	1.63

V-Lab

Spark New Zealand Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:25.33% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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