CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
119.95%
decreased by 4.55%
1 Week
124.53%
increased by 0.03%
1 Month
136.56%
increased by 12.06%
Analysis last updated: Friday, June 12, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 98.8358 | 8.49 | |
| 0.1264 | 27.63 | |
| 0.9436 | 154.47 | |
| 3.8009 | 13.01 |
Estimation Period:
Jan 2, 2008 to Jun 5, 2026
Jan 2, 2008 to Jun 5, 2026
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