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V-Lab

CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:97.91% (+9.06%)
Analysis last updated: Friday, February 20, 2026 at 12:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE EFA ETF Volatility Index SGARCH
paramt-stat
ω0.85044.99
α0.20176.59
β0.657513.98
γ10.15880.65
γ2-0.1066-0.30
γ3-0.1585-0.78
γ40.12490.64
γ50.20540.90
γ6-0.5544-2.36
γ70.66812.69
γ8-0.9096-3.03
γ91.20364.26
γ10-1.2302-2.94
Estimation Period:
Jan 2, 2008 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts