V-Lab
CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:152.31% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101.9742 | 7.88 | |
| 0.1284 | 27.32 | |
| 0.9461 | 150.97 | |
| 3.7548 | 13.21 |
Estimation Period:
Jan 2, 2008 to May 2, 2025
Jan 2, 2008 to May 2, 2025
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