CBOE EFA ETF Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
162.18%
decreased by 7.30%
1 Week
162.88%
decreased by 6.60%
1 Month
165.10%
decreased by 4.38%
Analysis last updated: Friday, March 27, 2026 at 11:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.73 | |
| 0.1152 | 16.39 | |
| 0.8623 | 150.38 | |
| -0.4841 | -8.42 | |
| 1.4277 | 27.92 |
Estimation Period:
Jan 2, 2008 to Mar 20, 2026
Jan 2, 2008 to Mar 20, 2026
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