CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:108.43% (+8.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8507 | 4.95 | |
| 0.2016 | 6.60 | |
| 0.6593 | 14.10 | |
| 0.1564 | 0.63 | |
| -0.1012 | -0.28 | |
| -0.1633 | -0.80 | |
| 0.1262 | 0.64 | |
| 0.2063 | 0.89 | |
| -0.5501 | -2.33 | |
| 0.6551 | 2.61 | |
| -0.8882 | -2.92 | |
| 1.1613 | 4.11 | |
| -1.1185 | -2.71 |
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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