V-Lab
V-Lab
CBOE EFA ETF Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:148.77% (-6.36%)
Analysis last updated: Friday, March 21, 2025 at 11:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE EFA ETF Volatility Index EGARCH
paramt-stat
ω0.185813.28
α0.212618.86
β0.9606394.80
γ0.11989.93
Estimation Period:
Jan 2, 2008 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts