CBOE EFA ETF Volatility Index GARCH Volatility Analysis
Volatility prediction for Wednesday, April 8th, 2026
1 Day
164.68%
decreased by 6.31%
1 Week
165.38%
decreased by 5.61%
1 Month
167.50%
decreased by 3.49%
Analysis last updated: Wednesday, April 8, 2026 at 11:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 21.25 | |
| 0.1648 | 26.03 | |
| 0.7932 | 133.73 |
Estimation Period:
Jan 2, 2008 to Apr 2, 2026
Jan 2, 2008 to Apr 2, 2026
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