CBOE EFA ETF Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
126.25%
decreased by 7.68%
1 Week
130.65%
decreased by 3.28%
1 Month
143.24%
increased by 9.31%
Analysis last updated: Friday, May 15, 2026 at 11:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 21.28 | |
| 0.1646 | 26.09 | |
| 0.7933 | 134.12 |
Estimation Period:
Jan 2, 2008 to May 8, 2026
Jan 2, 2008 to May 8, 2026
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