CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
163.98%
increased by 3.53%
1 Week
163.38%
increased by 2.93%
1 Month
161.69%
increased by 1.24%
Analysis last updated: Friday, April 24, 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 | |
|---|---|---|
| 99.3790 | 8.27 | |
| 0.1258 | 27.40 | |
| 0.9440 | 151.52 | |
| 3.7672 | 12.98 |
Estimation Period:
Jan 2, 2008 to Apr 17, 2026
Jan 2, 2008 to Apr 17, 2026
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