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
$m$	21
$α$	0.1985	17.97
$β$	0.4010	16.39
$γ$	0.0615	3.71
$λ_{1}$	0.1357	1.54
$λ_{2}$	0.0441	1.60
$λ_{3}$	0.9335	24.80

V-Lab

Cafom SA MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:26.55% (+1.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cafom SA Analyses