CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5889	6.22
$α$	0.1679	4.62
$β$	0.5407	6.32
$γ_{1}$	-0.0737	-0.61
$γ_{2}$	0.3069	1.63
$γ_{3}$	-0.5221	-3.27
$γ_{4}$	0.4341	2.58
$γ_{5}$	-0.2699	-1.42

V-Lab

Vista Group Intl Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:47.46% (-1.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vista Group Intl Analyses