CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:104.74% (-6.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2312 | 22.67 | |
| 0.7017 | 52.40 | |
| -0.1528 | -11.17 | |
| 10.0000 | 0.59 | |
| 0.9132 | 0.63 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 2008 to Oct 24, 2025
Jan 2, 2008 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other CBOE EFA ETF Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices