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V-Lab

CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:108.43% (+8.56%)
Analysis last updated: Friday, February 13, 2026 at 12:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE EFA ETF Volatility Index SGARCH
paramt-stat
ω0.85074.95
α0.20166.60
β0.659314.10
γ10.15640.63
γ2-0.1012-0.28
γ3-0.1633-0.80
γ40.12620.64
γ50.20630.89
γ6-0.5501-2.33
γ70.65512.61
γ8-0.8882-2.92
γ91.16134.11
γ10-1.1185-2.71
Estimation Period:
Jan 2, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts