V-Lab
CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:161.25% (-9.58%)
Analysis last updated: Monday, January 20, 2025 at 12:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2304 | 22.23 | |
| 0.7083 | 52.92 | |
| -0.1539 | -11.20 | |
| 10.0000 | 0.58 | |
| 0.9251 | 0.62 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 2008 to Jan 17, 2025
Jan 2, 2008 to Jan 17, 2025
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