CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8555	5.20
$α$	0.0989	9.33
$β$	0.8226	42.33
$γ_{1}$	-0.0347	-0.75
$γ_{2}$	0.0581	0.87
$γ_{3}$	-0.1009	-1.81
$γ_{4}$	0.1391	2.22
$γ_{5}$	-0.0515	-1.05
$γ_{6}$	-0.0633	-1.88
$γ_{7}$	0.0713	2.00
$γ_{8}$	0.0368	0.89
$γ_{9}$	-0.1401	-2.66
$γ_{10}$	0.2460	3.31

V-Lab

Jardine Matheson Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:36.06% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jardine Matheson Holdings Ltd Analyses