V-Lab
CBOE EFA ETF Volatility Index APARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:181.40% (+4.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.65 | |
| 0.1174 | 16.46 | |
| 0.8623 | 148.87 | |
| -0.4722 | -8.37 | |
| 1.4406 | 28.08 |
Estimation Period:
Jan 2, 2008 to Jul 3, 2025
Jan 2, 2008 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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