CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
153.10%
decreased by 21.19%
1 Week
153.62%
decreased by 20.67%
1 Month
155.08%
decreased by 19.21%
Analysis last updated: Friday, April 3, 2026 at 11:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 98.9665 | 8.35 | |
| 0.1264 | 27.39 | |
| 0.9433 | 151.02 | |
| 3.7701 | 12.98 |
Estimation Period:
Jan 2, 2008 to Apr 2, 2026
Jan 2, 2008 to Apr 2, 2026
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