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V-Lab
V-Lab
CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:141.40% (-14.85%)
Analysis last updated: Wednesday, November 19, 2025 at 12:37 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
α0.230722.66
β0.701652.30
γ-0.1523-11.15
λ110.00000.58
λ20.91170.62
λ30.00000.00
Estimation Period:
Jan 2, 2008 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts