CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	101
$α$	0.1428	17.36
$β$	0.6736	46.05
$γ$	0.0935	5.77
$λ_{1}$	0.7798	2.40
$λ_{2}$	0.7210	4.01
$λ_{3}$	0.0000	0.00

V-Lab

Aeroporto Guglielmo Marconi di Bologna S.p.A. MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:28.37% (-3.24%)

Date Range:

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