CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2098	6.95
$α$	0.0853	7.19
$β$	0.8715	84.98
$γ$	0.0341	1.81

V-Lab

Baikowski Sas GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:42.09% (-2.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Baikowski Sas Analyses