CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3859	5.63
$α$	0.1504	8.99
$β$	0.7478	27.43
$γ_{1}$	0.0629	1.87
$γ_{2}$	-0.1161	-2.38
$γ_{3}$	0.0792	2.63
$γ_{4}$	0.0096	0.35
$γ_{5}$	-0.1157	-4.53
$γ_{6}$	0.1556	4.71
$γ_{7}$	-0.1362	-2.39
$γ_{8}$	0.1461	1.89

V-Lab

PGG Wrightson Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.97% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PGG Wrightson Ltd Analyses