CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:153.17% (-14.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 99.3130 | 8.29 | |
| 0.1277 | 27.43 | |
| 0.9431 | 149.18 | |
| 3.7581 | 13.11 |
Estimation Period:
Jan 2, 2008 to Jan 2, 2026
Jan 2, 2008 to Jan 2, 2026
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