CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5578	4.96
$α$	0.1724	4.78
$β$	0.5060	5.64
$γ_{1}$	-0.2099	-0.82
$γ_{2}$	0.3680	0.99
$γ_{3}$	0.0760	0.27
$γ_{4}$	-0.7522	-2.41
$γ_{5}$	0.8257	2.63
$γ_{6}$	-0.4586	-1.96
$γ_{7}$	0.2106	1.50

V-Lab

Vista Group Intl Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:53.32% (+1.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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