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V-Lab
V-Lab
CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:167.74% (-21.47%)
Analysis last updated: Monday, December 8, 2025 at 12:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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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