CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1084	22.58
$β$	0.6999	52.68
$γ$	-0.0230	-3.59
$λ_{1}$	0.0134	1.37
$λ_{2}$	0.0193	3.59
$λ_{3}$	0.9790	161.57

V-Lab

CDL Investments New Zealand Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:45.14% (+7.27%)

Date Range:

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