CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:101.41% (-3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2488 | 22.03 | |
| 0.6887 | 44.17 | |
| -0.1661 | -11.76 | |
| 5.4794 | 0.92 | |
| 0.2419 | 0.99 | |
| 0.7001 | 2.22 |
Estimation Period:
Jan 2, 2008 to Feb 13, 2026
Jan 2, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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