CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:138.49% (-19.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8799 | 6.06 | |
| 0.1998 | 6.89 | |
| 0.6803 | 16.75 | |
| 0.1403 | 2.24 | |
| -0.2259 | -2.40 | |
| 0.1903 | 2.53 | |
| -0.1774 | -2.01 | |
| 0.0278 | 0.28 | |
| 0.0920 | 1.28 |
Estimation Period:
Jan 2, 2008 to Oct 17, 2025
Jan 2, 2008 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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