CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:96.92% (-7.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 99.7477 | 8.17 | |
| 0.1282 | 27.46 | |
| 0.9434 | 147.66 | |
| 3.7414 | 13.22 |
Estimation Period:
Jan 2, 2008 to Oct 31, 2025
Jan 2, 2008 to Oct 31, 2025
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