CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3299	6.27
$α$	0.0993	8.19
$β$	0.8279	35.02
$γ_{1}$	-0.0065	-0.70
$γ_{2}$	0.0199	1.62
$γ_{3}$	-0.0183	-3.28

V-Lab

Vector Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:21.24% (+2.32%)

Date Range:

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