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	param	t-stat
$ω$	5.8709	21.47
$α$	0.1792	31.35
$β$	0.7569	132.88
$γ$	-2.4814	-10.67

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CBOE EFA ETF Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Wednesday, January 14th, 2026:102.21% (-2.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses