V-Lab
CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:114.99% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8954 | 5.95 | |
| 0.2004 | 6.86 | |
| 0.6869 | 17.31 | |
| 0.1559 | 2.31 | |
| -0.2494 | -2.45 | |
| 0.1978 | 2.42 | |
| -0.1585 | -1.65 | |
| -0.0184 | -0.18 | |
| 0.1321 | 1.90 |
Estimation Period:
Jan 2, 2008 to May 2, 2025
Jan 2, 2008 to May 2, 2025
News Impact Curve
Volatility Forecasts
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