CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1425	7.64
$α$	0.1560	8.20
$β$	0.6960	18.66
$γ_{1}$	0.4117	5.23
$γ_{2}$	-0.5537	-4.40
$γ_{3}$	0.0850	0.98
$γ_{4}$	0.1743	2.20
$γ_{5}$	-0.2526	-2.78
$γ_{6}$	0.2929	2.81
$γ_{7}$	-0.3179	-2.78
$γ_{8}$	0.3349	2.68
$γ_{9}$	-0.3129	-2.91
$γ_{10}$	0.1532	1.45

V-Lab

Hour Glass Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:21.54% (+7.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hour Glass Ltd Analyses