CBOE EFA ETF Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:120.27% (-6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.67 | |
| 0.1158 | 16.33 | |
| 0.8627 | 149.72 | |
| -0.4797 | -8.31 | |
| 1.4356 | 28.02 |
Estimation Period:
Jan 2, 2008 to Oct 24, 2025
Jan 2, 2008 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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