CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
116.41%
decreased by 11.30%
1 Week
121.43%
decreased by 6.28%
1 Month
134.51%
increased by 6.80%
Analysis last updated: Friday, July 3, 2026 at 11:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 98.3582 | 8.51 | |
| 0.1255 | 27.66 | |
| 0.9438 | 155.18 | |
| 3.8036 | 12.95 |
Estimation Period:
Jan 2, 2008 to Jul 2, 2026
Jan 2, 2008 to Jul 2, 2026
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