V-Lab
CBOE EFA ETF Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:99.36% (-5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4957 | 20.67 | |
| 0.1811 | 31.25 | |
| 0.7605 | 137.50 | |
| -2.5917 | -11.18 |
Estimation Period:
Jan 2, 2008 to May 16, 2025
Jan 2, 2008 to May 16, 2025
News Impact Curve
Volatility Forecasts
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