V-Lab
V-Lab
CBOE EFA ETF Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:155.42% (-2.89%)
Analysis last updated: Friday, July 11, 2025 at 11:37 AM UTC
Date Range:

from

to

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1Y ·

2Y ·

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10Y ·

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graph of CBOE EFA ETF Volatility Index EGARCH
paramt-stat
ω0.194713.91
α0.215319.05
β0.9586390.79
γ0.120910.07
Estimation Period:
Jan 2, 2008 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts