V-Lab
V-Lab

CBOE EFA ETF Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:115.98% (-2.81%)

Analysis last updated: Saturday, April 27, 2024 at 05:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE EFA ETF Volatility Index APMEM
paramt-stat
ω0.24566.97
α0.214329.63
β0.783998.00
γ-0.1060-4.23
δ0.723614.84
Estimation Period:
Jul 1, 2013 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts