V-Lab
CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:104.27% (-6.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 100.8817 | 7.96 | |
| 0.1272 | 27.49 | |
| 0.9460 | 151.87 | |
| 3.7577 | 13.16 |
Estimation Period:
Jan 2, 2008 to Jun 27, 2025
Jan 2, 2008 to Jun 27, 2025
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