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	param	t-stat
$ω$	0.8590	4.82
$α$	0.2040	6.78
$β$	0.6657	15.06
$γ_{1}$	0.1448	0.57
$γ_{2}$	-0.0821	-0.22
$γ_{3}$	-0.1735	-0.82
$γ_{4}$	0.1298	0.64
$γ_{5}$	0.2006	0.85
$γ_{6}$	-0.5306	-2.21
$γ_{7}$	0.6085	2.37
$γ_{8}$	-0.7890	-2.56
$γ_{9}$	0.9293	3.66
$γ_{10}$	-0.5690	-4.02

V-Lab

CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:116.36% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses