CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	106
$α$	0.1207	12.82
$β$	0.6728	52.21
$γ$	0.0413	4.01
$λ_{1}$	1.0992	0.11
$λ_{2}$	0.4801	0.11
$λ_{3}$	0.0000	0.00

V-Lab

Summerset Group Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.82% (-1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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