V-Lab: CBOE EFA ETF Volatility Index MEM Volatility Analysis

V-Lab

CBOE EFA ETF Volatility Index MEM Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:208.72% (-2.07%)

Analysis last updated: Monday, June 30, 2025 at 11:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	7.05
$α$	0.2378	24.89
$β$	0.7553	107.87

Estimation Period:
Jun 28, 2013 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts