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	param	t-stat
$ω$	0.8592	4.80
$α$	0.2029	6.72
$β$	0.6676	14.99
$γ_{1}$	0.1453	0.56
$γ_{2}$	-0.0783	-0.21
$γ_{3}$	-0.1819	-0.85
$γ_{4}$	0.1350	0.65
$γ_{5}$	0.1967	0.82
$γ_{6}$	-0.5144	-2.14
$γ_{7}$	0.5771	2.19
$γ_{8}$	-0.7546	-2.39
$γ_{9}$	0.8985	3.56
$γ_{10}$	-0.5464	-3.89

V-Lab

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

Volatility Prediction for Monday, December 22nd, 2025:123.94% (+4.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses