CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:151.18% (-7.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 99.2666 | 8.24 | |
| 0.1268 | 27.36 | |
| 0.9432 | 148.63 | |
| 3.7473 | 13.09 |
Estimation Period:
Jan 2, 2008 to Jan 23, 2026
Jan 2, 2008 to Jan 23, 2026
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