CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	86
$α$	0.0449	16.84
$β$	0.8133	197.13
$γ$	0.1335	30.33
$λ_{1}$	0.1110	0.76
$λ_{2}$	0.8972	0.74
$λ_{3}$	0.0000	0.00

V-Lab

Straits Times Index STI MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:13.33% (-1.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Straits Times Index STI Analyses