V-Lab

CBOE EFA ETF Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:228.12% (+15.98%)
Analysis last updated: Thursday, June 19, 2025 at 11:37 AM UTC
Date Range:

from

to

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1Y ·

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graph of CBOE EFA ETF Volatility Index APMEM
paramt-stat
ω0.34417.79
α0.236229.00
β0.743077.38
γ-0.0805-3.64
δ0.699814.73
Estimation Period:
Jun 28, 2013 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts