V-Lab
CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:97.62% (-9.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 100.6687 | 8.10 | |
| 0.1285 | 27.42 | |
| 0.9446 | 150.61 | |
| 3.7675 | 13.13 |
Estimation Period:
Jan 2, 2008 to Jul 25, 2025
Jan 2, 2008 to Jul 25, 2025
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