V-Lab
CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:101.30% (+0.89%)
Analysis last updated: Friday, April 26, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7718 | 4.29 | |
| 0.2044 | 5.96 | |
| 0.6381 | 11.80 | |
| -0.0997 | -0.30 | |
| 0.3690 | 0.78 | |
| -0.5324 | -1.73 | |
| 0.3776 | 1.13 | |
| -0.1050 | -0.31 | |
| 0.1779 | 0.48 | |
| -0.6429 | -1.65 | |
| 1.0493 | 2.91 | |
| -1.5172 | -4.00 | |
| 1.9693 | 4.66 |
Estimation Period:
Jan 2, 2008 to Apr 19, 2024
Jan 2, 2008 to Apr 19, 2024
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