CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:148.82% (-6.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 99.6766 | 8.20 | |
| 0.1279 | 27.40 | |
| 0.9434 | 148.33 | |
| 3.7484 | 13.15 |
Estimation Period:
Jan 2, 2008 to Nov 21, 2025
Jan 2, 2008 to Nov 21, 2025
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