V-Lab
CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:136.96% (-15.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8880 | 6.01 | |
| 0.1993 | 6.86 | |
| 0.6849 | 17.10 | |
| 0.1504 | 2.30 | |
| -0.2415 | -2.44 | |
| 0.1963 | 2.47 | |
| -0.1678 | -1.80 | |
| 0.0030 | 0.03 | |
| 0.1123 | 1.59 |
Estimation Period:
Jan 2, 2008 to Jul 3, 2025
Jan 2, 2008 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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