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
$m$	26
$α$	0.0667	5.74
$β$	0.6340	6.07
$γ$	0.0762	2.96
$λ_{1}$	1.2227	0.29
$λ_{2}$	0.1674	0.25
$λ_{3}$	0.6372	0.49

V-Lab

Baikowski Sas MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:38.39% (-2.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Baikowski Sas Analyses