CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1477	18.01
$α$	0.2052	33.84
$β$	0.9278	190.99
$γ$	-0.0339	-4.76

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PGG Wrightson Ltd EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:24.98% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGG Wrightson Ltd Analyses