CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.5855	5.57
$α$	0.0760	6.47
$β$	0.8412	25.83
$γ_{1}$	-0.0151	-0.33
$γ_{2}$	0.1319	1.90
$γ_{3}$	-0.2141	-4.64
$γ_{4}$	0.1594	3.94
$γ_{5}$	-0.0751	-1.93
$γ_{6}$	0.0138	0.27
$γ_{7}$	-0.0049	-0.08
$γ_{8}$	0.0010	0.02
$γ_{9}$	0.0151	0.22
$γ_{10}$	-0.0513	-0.57

V-Lab

Hallenstein Glasson Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.12% (+0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hallenstein Glasson Holdings Ltd Analyses