CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:147.58% (-14.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 99.9825 | 8.16 | |
| 0.1275 | 27.39 | |
| 0.9437 | 148.31 | |
| 3.7436 | 13.16 |
Estimation Period:
Jan 2, 2008 to Dec 5, 2025
Jan 2, 2008 to Dec 5, 2025
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