CBOE EFA ETF Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:105.99% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.69 | |
| 0.1153 | 16.29 | |
| 0.8628 | 150.10 | |
| -0.4839 | -8.35 | |
| 1.4355 | 28.04 |
Estimation Period:
Jan 2, 2008 to Dec 24, 2025
Jan 2, 2008 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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