V-Lab
CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:97.86% (-3.33%)
Analysis last updated: Tuesday, April 30, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.99 | |
| 0.2145 | 16.28 | |
| 0.8096 | 125.39 | |
| -0.1559 | -8.63 |
Estimation Period:
Jan 2, 2008 to Apr 26, 2024
Jan 2, 2008 to Apr 26, 2024
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