CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:137.09% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8541 | 4.82 | |
| 0.2028 | 6.76 | |
| 0.6655 | 15.03 | |
| 0.1449 | 0.57 | |
| -0.0844 | -0.23 | |
| -0.1703 | -0.82 | |
| 0.1295 | 0.65 | |
| 0.1994 | 0.85 | |
| -0.5342 | -2.23 | |
| 0.6200 | 2.45 | |
| -0.8067 | -2.65 | |
| 0.9604 | 3.78 | |
| -0.6025 | -4.24 |
Estimation Period:
Jan 2, 2008 to Jan 30, 2026
Jan 2, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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