CBOE EFA ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:99.82% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2315 | 22.72 | |
| 0.7008 | 52.16 | |
| -0.1540 | -11.27 | |
| 10.0000 | 0.58 | |
| 0.9117 | 0.61 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 2008 to Dec 26, 2025
Jan 2, 2008 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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