V-Lab
V-Lab
CBOE EFA ETF Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:91.23% (-3.06%)
Analysis last updated: Thursday, September 18, 2025 at 11:35 AM UTC
Date Range:

from

to

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1Y ·

2Y ·

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graph of CBOE EFA ETF Volatility Index GARCH
paramt-stat
ω5.000021.01
α0.170125.76
β0.7894130.01
Estimation Period:
Jan 2, 2008 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts