CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	41
$α$	0.0577	10.65
$β$	0.8125	58.12
$γ$	0.0404	4.38
$λ_{1}$	0.0159	1.06
$λ_{2}$	0.0171	2.03
$λ_{3}$	0.9789	83.90

V-Lab

ABN AMRO Group NV MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:29.94% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ABN AMRO Group NV Analyses