CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:153.87% (+61.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8820 | 6.09 | |
| 0.1995 | 6.86 | |
| 0.6802 | 16.70 | |
| 0.1420 | 2.27 | |
| -0.2284 | -2.42 | |
| 0.1911 | 2.53 | |
| -0.1764 | -2.00 | |
| 0.0250 | 0.25 | |
| 0.0945 | 1.32 |
Estimation Period:
Jan 2, 2008 to Oct 10, 2025
Jan 2, 2008 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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