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CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2078	8.06
$α$	0.1081	17.81
$β$	0.9566	163.57
$ν$	6.3080	3.91

V-Lab

Vanguard Global Value Factor GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.36% (-1.58%)

Date Range:

Parameter Estimates

Other Vanguard Global Value Factor Analyses