CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.2005	18.16
$α$	0.0755	19.30
$β$	0.8747	258.93
$γ$	0.0384	4.92

V-Lab

PGG Wrightson Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.83% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGG Wrightson Ltd Analyses