CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	46
$α$	0.1152	22.24
$β$	0.7365	60.85
$γ$	0.0539	7.98
$λ_{1}$	0.0317	4.31
$λ_{2}$	0.0401	4.72
$λ_{3}$	0.9537	98.19

V-Lab

Jardine Cycle & Carriage Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:29.77% (-3.17%)

Date Range:

Parameter Estimates

News Impact Curve

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