V-Lab
CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:134.64% (+40.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8959 | 5.95 | |
| 0.2000 | 6.86 | |
| 0.6877 | 17.40 | |
| 0.1543 | 2.30 | |
| -0.2467 | -2.43 | |
| 0.1963 | 2.41 | |
| -0.1589 | -1.66 | |
| -0.0177 | -0.18 | |
| 0.1329 | 1.91 |
Estimation Period:
Jan 2, 2008 to May 23, 2025
Jan 2, 2008 to May 23, 2025
News Impact Curve
Volatility Forecasts
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