CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	116
$α$	0.0513	21.41
$β$	0.9313	272.31
$γ$	0.0172	4.49
$λ_{1}$	5.2183	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.3997	0.01

V-Lab

UMS Integration Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:38.50% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UMS Integration Ltd Analyses