CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3965	5.53
$α$	0.0898	5.46
$β$	0.8408	27.14
$γ_{1}$	-0.0124	-0.20
$γ_{2}$	0.1199	1.27
$γ_{3}$	-0.2643	-3.40
$γ_{4}$	0.2057	2.60
$γ_{5}$	0.0596	0.84
$γ_{6}$	-0.2013	-2.71
$γ_{7}$	0.0967	1.09
$γ_{8}$	0.0195	0.13

V-Lab

UMS Integration Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:40.49% (+8.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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