V-Lab
CBOE EFA ETF Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 3rd, 2024:219.32% (-26.54%)
Analysis last updated: Tuesday, December 3, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3047 | 20.44 | |
| 0.1767 | 30.59 | |
| 0.7661 | 137.91 | |
| -2.5556 | -10.81 |
Estimation Period:
Jan 2, 2008 to Nov 29, 2024
Jan 2, 2008 to Nov 29, 2024
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