CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.2417	4.35
$α$	0.0583	12.26
$β$	0.9618	93.56
$ν$	4.4195	3.11

V-Lab

Chorus Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:20.79% (-0.99%)

Date Range:

Parameter Estimates

Other Chorus Ltd Analyses