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V-Lab

CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:120.38% (+20.05%)
Analysis last updated: Friday, February 6, 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
ω0.85264.97
α0.20186.60
β0.659114.08
γ10.15790.64
γ2-0.1031-0.29
γ3-0.1627-0.80
γ40.12590.64
γ50.20610.89
γ6-0.5498-2.33
γ70.65502.60
γ8-0.8885-2.92
γ91.16234.07
γ10-1.1223-2.60
Estimation Period:
Jan 2, 2008 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts