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CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:137.09% (+2.14%)
Analysis last updated: Tuesday, February 3, 2026 at 12:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE EFA ETF Volatility Index S0GARCH
paramt-stat
ω0.85414.82
α0.20286.76
β0.665515.03
γ10.14490.57
γ2-0.0844-0.23
γ3-0.1703-0.82
γ40.12950.65
γ50.19940.85
γ6-0.5342-2.23
γ70.62002.45
γ8-0.8067-2.65
γ90.96043.78
γ10-0.6025-4.24
Estimation Period:
Jan 2, 2008 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts