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V-Lab
V-Lab
CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:171.64% (+75.10%)
Analysis last updated: Monday, October 13, 2025 at 11:39 AM 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
α0.230522.60
β0.702552.55
γ-0.1517-11.11
λ110.00000.58
λ20.91360.62
λ30.00000.00
Estimation Period:
Jan 2, 2008 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts