CBOE EFA ETF Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:109.53% (-5.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.70 | |
| 0.1144 | 16.31 | |
| 0.8633 | 150.97 | |
| -0.4828 | -8.34 | |
| 1.4339 | 28.01 |
Estimation Period:
Jan 2, 2008 to Feb 13, 2026
Jan 2, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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