V-Lab
CBOE EFA ETF Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:92.33% (-1.27%)
Analysis last updated: Friday, April 26, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4558 | 19.98 | |
| 0.1737 | 29.20 | |
| 0.7643 | 132.19 | |
| -2.5765 | -10.49 |
Estimation Period:
Jan 2, 2008 to Apr 19, 2024
Jan 2, 2008 to Apr 19, 2024
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