CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2843	9.40
$α$	0.1260	7.82
$β$	0.8131	35.77
$γ_{1}$	-0.0006	-1.16

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Jardine Cycle & Carriage Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:31.32% (-2.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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