CBOE EFA ETF Volatility Index GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:113.05% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 21.12 | |
| 0.1666 | 25.89 | |
| 0.7918 | 132.35 |
Estimation Period:
Jan 2, 2008 to Jan 2, 2026
Jan 2, 2008 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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