CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.1063	26.00
$β$	0.7224	59.93
$γ$	0.0214	3.41
$λ_{1}$	0.0123	2.93
$λ_{2}$	0.0244	5.48
$λ_{3}$	0.9731	202.86

V-Lab

Jardine Matheson Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:29.10% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

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