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	param	t-stat
$ω$	5.0000	20.50
$α$	0.2146	17.51
$β$	0.8100	137.34
$γ$	-0.1536	-8.96

V-Lab

CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:112.75% (+7.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses