V-Lab

CBOE EFA ETF Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:225.64% (+18.14%)
Analysis last updated: Friday, July 4, 2025 at 11:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE EFA ETF Volatility Index APMEM
paramt-stat
ω0.34527.80
α0.236229.04
β0.742777.31
γ-0.0800-3.63
δ0.699514.73
Estimation Period:
Jun 28, 2013 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts