V-Lab
V-Lab
CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:142.92% (+13.89%)
Analysis last updated: Friday, May 30, 2025 at 11:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE EFA ETF Volatility Index MF2-GARCH
paramt-stat
m81
α0.233122.54
β0.706353.31
γ-0.1561-11.45
λ110.00000.59
λ20.92010.63
λ30.00000.00
Estimation Period:
Jan 2, 2008 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts