CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0007	7.34
$α$	0.1560	8.27
$β$	0.6992	19.11
$γ_{1}$	0.3784	4.86
$γ_{2}$	-0.5065	-4.06
$γ_{3}$	0.0669	0.77
$γ_{4}$	0.1752	2.19
$γ_{5}$	-0.2428	-2.64
$γ_{6}$	0.2805	2.66
$γ_{7}$	-0.3095	-2.71
$γ_{8}$	0.3359	2.75
$γ_{9}$	-0.3319	-3.42
$γ_{10}$	0.2187	3.70

V-Lab

Hour Glass Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.79% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hour Glass Ltd Analyses