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	param	t-stat
$ω$	0.8637	4.91
$α$	0.2060	6.84
$β$	0.6605	14.90
$γ_{1}$	0.1575	0.63
$γ_{2}$	-0.1054	-0.29
$γ_{3}$	-0.1570	-0.76
$γ_{4}$	0.1257	0.64
$γ_{5}$	0.1969	0.84
$γ_{6}$	-0.5392	-2.25
$γ_{7}$	0.6357	2.56
$γ_{8}$	-0.8241	-2.77
$γ_{9}$	0.9786	3.85
$γ_{10}$	-0.6168	-4.37

V-Lab

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

Volatility Prediction for Friday, March 13th, 2026:137.75% (-13.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses