CBOE EFA ETF Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:103.86% (-5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 21.06 | |
| 0.1670 | 25.78 | |
| 0.7917 | 131.77 |
Estimation Period:
Jan 2, 2008 to Oct 31, 2025
Jan 2, 2008 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other CBOE EFA ETF Volatility Index Analyses
Other GARCH Analyses on Volatility Indices