CBOE EFA ETF Volatility Index Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
151.50%
decreased by 7.01%
1 Week
158.33%
decreased by 0.18%
1 Month
181.87%
increased by 23.36%
Analysis last updated: Friday, June 12, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 19.27 | |
| 0.2457 | 22.93 | |
| 0.7484 | 104.99 | |
| -0.0049 | -0.28 |
Estimation Period:
Jun 28, 2013 to Jun 5, 2026
Jun 28, 2013 to Jun 5, 2026
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