CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:116.17% (-6.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 98.6405 | 8.30 | |
| 0.1264 | 27.43 | |
| 0.9432 | 149.81 | |
| 3.7568 | 13.04 |
Estimation Period:
Jan 2, 2008 to Feb 13, 2026
Jan 2, 2008 to Feb 13, 2026
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