CBOE EFA ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:139.21% (+21.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 99.0313 | 8.27 | |
| 0.1268 | 27.40 | |
| 0.9432 | 149.12 | |
| 3.7521 | 13.07 |
Estimation Period:
Jan 2, 2008 to Jan 30, 2026
Jan 2, 2008 to Jan 30, 2026
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