CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1507	8.87
$β$	0.1321	3.88
$γ$	0.1050	2.16
$λ_{1}$	3.3576	0.50
$λ_{2}$	0.3673	0.77
$λ_{3}$	0.1726	0.13

V-Lab

Nanofilm Technologies Intl MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.58% (-2.96%)

Date Range:

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