CBOE EFA ETF Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:154.22% (-16.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8403 | 21.52 | |
| 0.1797 | 31.23 | |
| 0.7579 | 133.90 | |
| -2.4563 | -10.50 |
Estimation Period:
Jan 2, 2008 to Oct 10, 2025
Jan 2, 2008 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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