V-Lab
CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:171.85% (-18.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101.4713 | 7.97 | |
| 0.1279 | 27.37 | |
| 0.9454 | 150.43 | |
| 3.7557 | 13.15 |
Estimation Period:
Jan 2, 2008 to Jul 3, 2025
Jan 2, 2008 to Jul 3, 2025
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