CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	3.0401	12.07
$α$	0.8378	6.56
$β$	0.0327	1.43
$γ$	-0.1858	-0.59

V-Lab

AB Sagax GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.67% (-29.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AB Sagax Analyses