CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
208.72%
increased by 27.98%
1 Week
203.94%
increased by 23.20%
1 Month
189.88%
increased by 9.14%
Analysis last updated: Friday, May 22, 2026 at 11:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 98.9581 | 8.41 | |
| 0.1257 | 27.60 | |
| 0.9440 | 154.15 | |
| 3.7890 | 13.00 |
Estimation Period:
Jan 2, 2008 to May 15, 2026
Jan 2, 2008 to May 15, 2026
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