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	param	t-stat
$ω$	0.8545	4.99
$α$	0.2051	6.66
$β$	0.6539	13.91
$γ_{1}$	0.1615	0.66
$γ_{2}$	-0.1118	-0.31
$γ_{3}$	-0.1548	-0.77
$γ_{4}$	0.1248	0.64
$γ_{5}$	0.2036	0.89
$γ_{6}$	-0.5567	-2.36
$γ_{7}$	0.6746	2.74
$γ_{8}$	-0.9136	-3.07
$γ_{9}$	1.2013	4.28
$γ_{10}$	-1.2004	-3.10

V-Lab

CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:123.00% (-14.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses