CBOE EFA ETF Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:112.82% (-6.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8520 | 21.48 | |
| 0.1797 | 31.27 | |
| 0.7574 | 133.31 | |
| -2.4527 | -10.51 |
Estimation Period:
Jan 2, 2008 to Nov 7, 2025
Jan 2, 2008 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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