CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4164	18.24
$α$	0.2474	16.50
$β$	0.7215	96.60
$γ$	0.0622	2.63

V-Lab

Eroad Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:80.56% (+20.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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