CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	41
$α$	0.1464	20.48
$β$	0.6267	27.31
$γ$	0.0307	3.26
$λ_{1}$	0.2135	1.44
$λ_{2}$	0.1048	1.26
$λ_{3}$	0.8597	7.94

V-Lab

PGG Wrightson Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.61% (+0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGG Wrightson Ltd Analyses