V-Lab
CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:209.26% (+70.59%)
Analysis last updated: Tuesday, March 11, 2025 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8994 | 5.96 | |
| 0.1968 | 6.69 | |
| 0.6910 | 16.96 | |
| 0.1602 | 2.33 | |
| -0.2551 | -2.45 | |
| 0.1968 | 2.36 | |
| -0.1457 | -1.50 | |
| -0.0455 | -0.46 | |
| 0.1574 | 2.41 |
Estimation Period:
Jan 2, 2008 to Mar 7, 2025
Jan 2, 2008 to Mar 7, 2025
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