CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	16.8890	17.23
$α$	0.0788	194.93
$β$	0.9990	17,526.32
$ν$	2.0000	1,000,000.00

V-Lab

Infratil Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:221,036.09% (-8,220.33%)

Date Range:

Parameter Estimates

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