V-Lab
CBOE EFA ETF Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:96.62% (-2.48%)
Analysis last updated: Wednesday, May 1, 2024 at 11:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4511 | 19.97 | |
| 0.1739 | 29.24 | |
| 0.7642 | 132.05 | |
| -2.5769 | -10.50 |
Estimation Period:
Jan 2, 2008 to Apr 26, 2024
Jan 2, 2008 to Apr 26, 2024
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