CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.7633	2.48
$α$	0.1397	8.71
$β$	0.7811	36.53
$γ_{1}$	0.1245	2.07
$γ_{2}$	-0.0419	-0.57
$γ_{3}$	-0.2415	-6.56
$γ_{4}$	0.2546	6.72
$γ_{5}$	-0.1466	-4.34
$γ_{6}$	0.0767	2.51
$γ_{7}$	-0.0141	-0.40
$γ_{8}$	-0.0280	-0.78
$γ_{9}$	0.0223	0.84

V-Lab

Oversea-Chinese Banking Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.41% (+0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oversea-Chinese Banking Corp Ltd Analyses