CBOE EFA ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:100.81% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8814 | 6.09 | |
| 0.1997 | 6.89 | |
| 0.6798 | 16.71 | |
| 0.1389 | 2.25 | |
| -0.2233 | -2.39 | |
| 0.1883 | 2.53 | |
| -0.1780 | -2.05 | |
| 0.0299 | 0.31 | |
| 0.0919 | 1.27 |
Estimation Period:
Jan 2, 2008 to Nov 7, 2025
Jan 2, 2008 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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