CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0074	5.74
$α$	0.2339	39.01
$β$	0.9732	808.32
$γ$	-0.0744	-15.80

V-Lab

Straits Times Index STI EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:12.54% (-0.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Straits Times Index STI Analyses