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V-Lab
V-Lab
CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:104.74% (-6.64%)
Analysis last updated: Thursday, October 30, 2025 at 11:39 AM 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
α0.231222.67
β0.701752.40
γ-0.1528-11.17
λ110.00000.59
λ20.91320.63
λ30.00000.00
Estimation Period:
Jan 2, 2008 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts