CBOE EFA ETF Volatility Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
157.58%
decreased by 17.48%
1 Week
158.57%
decreased by 16.49%
1 Month
161.16%
decreased by 13.90%
Analysis last updated: Tuesday, April 14, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0362 | 21.82 | |
| 0.1789 | 31.54 | |
| 0.7555 | 131.60 | |
| -2.4591 | -10.60 |
Estimation Period:
Jan 2, 2008 to Apr 10, 2026
Jan 2, 2008 to Apr 10, 2026
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