V-Lab
CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:99.66% (-8.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 99.7685 | 8.15 | |
| 0.1284 | 27.60 | |
| 0.9450 | 152.94 | |
| 3.7796 | 13.15 |
Estimation Period:
Jan 2, 2008 to Sep 12, 2025
Jan 2, 2008 to Sep 12, 2025
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