CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:156.71% (-19.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 99.4476 | 8.36 | |
| 0.1280 | 27.43 | |
| 0.9426 | 149.32 | |
| 3.7646 | 13.09 |
Estimation Period:
Jan 2, 2008 to Mar 6, 2026
Jan 2, 2008 to Mar 6, 2026
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