V-Lab
CBOE EFA ETF Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:102.33% (-1.02%)
Analysis last updated: Monday, April 29, 2024 at 11:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1754 | 11.40 | |
| 0.2009 | 17.38 | |
| 0.9625 | 364.03 | |
| 0.1201 | 9.67 |
Estimation Period:
Jan 2, 2008 to Apr 26, 2024
Jan 2, 2008 to Apr 26, 2024
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