CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	592.8353	4.42
$α$	0.0915	94.65
$β$	0.9917	539.25
$ν$	2.0098	7,203.44

V-Lab

Eroad Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:478.41% (+70.77%)

Date Range:

Parameter Estimates

Other Eroad Ltd Analyses