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V-Lab
V-Lab
CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:135.78% (-7.82%)
Analysis last updated: Thursday, December 11, 2025 at 12:38 PM UTC
Date Range:

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to

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1Y ·

2Y ·

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graph of CBOE EFA ETF Volatility Index MF2-GARCH
paramt-stat
m81
α0.231422.79
β0.701852.65
γ-0.1533-11.24
λ110.00000.58
λ20.91410.62
λ30.00000.00
Estimation Period:
Jan 2, 2008 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts