CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:114.88% (-8.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8589 | 4.86 | |
| 0.2029 | 6.76 | |
| 0.6651 | 15.01 | |
| 0.1519 | 0.60 | |
| -0.0938 | -0.25 | |
| -0.1664 | -0.80 | |
| 0.1275 | 0.63 | |
| 0.2003 | 0.85 | |
| -0.5351 | -2.24 | |
| 0.6209 | 2.45 | |
| -0.8063 | -2.65 | |
| 0.9569 | 3.78 | |
| -0.5961 | -4.25 |
Estimation Period:
Jan 2, 2008 to Feb 6, 2026
Jan 2, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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