V-Lab
CBOE EFA ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:109.73% (-1.31%)
Analysis last updated: Wednesday, May 1, 2024 at 11:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7720 | 4.30 | |
| 0.2050 | 5.98 | |
| 0.6371 | 11.82 | |
| -0.0978 | -0.30 | |
| 0.3634 | 0.77 | |
| -0.5260 | -1.73 | |
| 0.3737 | 1.13 | |
| -0.1002 | -0.29 | |
| 0.1654 | 0.44 | |
| -0.6224 | -1.59 | |
| 1.0256 | 2.84 | |
| -1.5046 | -3.95 | |
| 2.0049 | 4.60 |
Estimation Period:
Jan 2, 2008 to Apr 26, 2024
Jan 2, 2008 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other CBOE EFA ETF Volatility Index Analyses