CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.8701	16.99
$α$	0.2200	18.19
$β$	0.6527	57.47
$γ$	0.0913	2.91

V-Lab

Nicox GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:64.55% (+17.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nicox Analyses