CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:120.38% (+20.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8526 | 4.97 | |
| 0.2018 | 6.60 | |
| 0.6591 | 14.08 | |
| 0.1579 | 0.64 | |
| -0.1031 | -0.29 | |
| -0.1627 | -0.80 | |
| 0.1259 | 0.64 | |
| 0.2061 | 0.89 | |
| -0.5498 | -2.33 | |
| 0.6550 | 2.60 | |
| -0.8885 | -2.92 | |
| 1.1623 | 4.07 | |
| -1.1223 | -2.60 |
Estimation Period:
Jan 2, 2008 to Jan 30, 2026
Jan 2, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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