CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9966	5.60
$α$	0.0907	9.36
$β$	0.8500	56.72
$γ_{1}$	0.0242	0.97
$γ_{2}$	-0.0749	-1.91
$γ_{3}$	0.0956	3.33
$γ_{4}$	-0.0764	-3.19
$γ_{5}$	0.0448	2.32
$γ_{6}$	-0.0043	-0.25
$γ_{7}$	-0.0155	-1.23

V-Lab

Jardine Matheson Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:26.53% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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