V-Lab
CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:269.35% (-9.15%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8991 | 6.00 | |
| 0.1907 | 6.47 | |
| 0.6961 | 16.19 | |
| 0.1661 | 2.35 | |
| -0.2635 | -2.47 | |
| 0.1980 | 2.32 | |
| -0.1358 | -1.39 | |
| -0.0633 | -0.66 | |
| 0.1695 | 2.73 |
Estimation Period:
Jan 2, 2008 to Dec 13, 2024
Jan 2, 2008 to Dec 13, 2024
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