CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:156.26% (-5.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 100.0932 | 8.03 | |
| 0.1272 | 27.45 | |
| 0.9446 | 148.47 | |
| 3.7315 | 13.27 |
Estimation Period:
Jan 2, 2008 to Oct 10, 2025
Jan 2, 2008 to Oct 10, 2025
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