CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0307	14.81
$α$	0.0368	16.89
$β$	0.9450	553.61
$γ$	0.0277	6.31

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Jardine Matheson Holdings Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:30.30% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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