CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:118.84% (-10.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2493 | 21.98 | |
| 0.6888 | 43.93 | |
| -0.1666 | -11.78 | |
| 5.3570 | 0.94 | |
| 0.2359 | 1.02 | |
| 0.7077 | 2.37 |
Estimation Period:
Jan 2, 2008 to Feb 6, 2026
Jan 2, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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