CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:177.17% (-25.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2512 | 22.21 | |
| 0.6865 | 44.29 | |
| -0.1680 | -11.85 | |
| 5.6350 | 0.89 | |
| 0.2478 | 0.96 | |
| 0.6932 | 2.09 |
Estimation Period:
Jan 2, 2008 to Mar 6, 2026
Jan 2, 2008 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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