CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3415	3.01
$α$	0.0910	8.05
$β$	0.8651	49.81
$γ_{1}$	-0.0053	-0.08
$γ_{2}$	0.0614	0.69
$γ_{3}$	-0.0871	-1.13
$γ_{4}$	0.0012	0.01
$γ_{5}$	0.0917	0.65
$γ_{6}$	-0.1624	-1.73
$γ_{7}$	0.2374	3.84
$γ_{8}$	-0.1867	-2.16
$γ_{9}$	0.0057	0.05
$γ_{10}$	0.0710	0.97

V-Lab

Seatrium Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.97% (+0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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