CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.0527	4.14
$β$	0.6911	65.81
$γ$	0.2484	15.86
$λ_{1}$	0.0082	2.62
$λ_{2}$	0.0483	5.23
$λ_{3}$	0.9437	98.16

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Xtrackers MSCI EAFE Hedged Equity ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.57% (+0.34%)

Date Range:

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News Impact Curve

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