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	param	t-stat
$m$	81
$α$	0.2314	22.73
$β$	0.7006	52.09
$γ$	-0.1540	-11.26
$λ_{1}$	10.0000	0.57
$λ_{2}$	0.9107	0.61
$λ_{3}$	0.0000	0.00

V-Lab

CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:97.05% (-5.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses