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	param	t-stat
$ω$	0.8503	4.95
$α$	0.2026	6.57
$β$	0.6578	13.87
$γ_{1}$	0.1535	0.62
$γ_{2}$	-0.0955	-0.26
$γ_{3}$	-0.1679	-0.82
$γ_{4}$	0.1272	0.64
$γ_{5}$	0.2078	0.90
$γ_{6}$	-0.5486	-2.33
$γ_{7}$	0.6522	2.57
$γ_{8}$	-0.8972	-2.94
$γ_{9}$	1.2046	4.43
$γ_{10}$	-1.3034	-3.81

V-Lab

CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:164.12% (-27.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses