CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3611	5.50
$α$	0.1492	9.02
$β$	0.7546	28.89
$γ_{1}$	0.0551	1.62
$γ_{2}$	-0.1046	-2.12
$γ_{3}$	0.0752	2.46
$γ_{4}$	0.0073	0.27
$γ_{5}$	-0.1070	-4.23
$γ_{6}$	0.1383	4.59
$γ_{7}$	-0.1009	-2.12
$γ_{8}$	0.0509	1.17

V-Lab

PGG Wrightson Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:20.35% (+0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGG Wrightson Ltd Analyses