CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.1279	21.02
$β$	0.5279	34.94
$γ$	0.0974	8.99
$λ_{1}$	0.0247	1.97
$λ_{2}$	0.0249	2.58
$λ_{3}$	0.9685	82.99

V-Lab

Recordati Industria Chimica e Farmaceutica SpA MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:21.50% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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