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CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:114.88% (-8.00%)
Analysis last updated: Wednesday, February 11, 2026 at 12:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE EFA ETF Volatility Index S0GARCH
paramt-stat
ω0.85894.86
α0.20296.76
β0.665115.01
γ10.15190.60
γ2-0.0938-0.25
γ3-0.1664-0.80
γ40.12750.63
γ50.20030.85
γ6-0.5351-2.24
γ70.62092.45
γ8-0.8063-2.65
γ90.95693.78
γ10-0.5961-4.25
Estimation Period:
Jan 2, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts