CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4786	9.50
$α$	0.0959	8.31
$β$	0.8402	38.09
$γ_{1}$	0.0055	3.69

V-Lab

Vector Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.65% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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