V-Lab
V-Lab
CBOE EFA ETF Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:182.96% (+8.18%)
Analysis last updated: Friday, July 4, 2025 at 11:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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