V-Lab
CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:94.48% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8900 | 5.98 | |
| 0.1984 | 6.84 | |
| 0.6875 | 17.33 | |
| 0.1509 | 2.29 | |
| -0.2418 | -2.43 | |
| 0.1952 | 2.45 | |
| -0.1639 | -1.74 | |
| -0.0060 | -0.06 | |
| 0.1222 | 1.73 |
Estimation Period:
Jan 2, 2008 to Jun 27, 2025
Jan 2, 2008 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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