CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1409	10.65
$α$	0.2581	17.81
$β$	0.9386	150.01
$γ$	-0.0234	-2.14

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Baikowski Sas EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:47.57% (+4.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Baikowski Sas Analyses