CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1,447.5900	6.03
$α$	0.0970	131.98
$β$	0.9965	1,763.64
$ν$	2.0065	23,330.97

V-Lab

Cafom SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:180.25% (-23.11%)

Date Range:

Parameter Estimates

Other Cafom SA Analyses