V-Lab
V-Lab
CBOE EFA ETF Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:115.69% (+5.07%)
Analysis last updated: Monday, May 19, 2025 at 11:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of CBOE EFA ETF Volatility Index GARCH
paramt-stat
ω5.000020.84
α0.171225.61
β0.7895129.87
Estimation Period:
Jan 2, 2008 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts