V-Lab
V-Lab
CBOE EFA ETF Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, July 17th, 2025:132.64% (-8.07%)
Analysis last updated: Thursday, July 17, 2025 at 11:37 AM UTC
Date Range:

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to

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graph of CBOE EFA ETF Volatility Index APARCH
paramt-stat
ω1.00007.65
α0.117116.43
β0.8624148.97
γ-0.4731-8.35
δ1.440828.07
Estimation Period:
Jan 2, 2008 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts