CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	505.7218	4.55
$α$	0.1649	34.62
$β$	0.9236	53.77
$ν$	2.0040	3,831.79

V-Lab

Encres Dubuit GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:328.91% (-16.63%)

Date Range:

Parameter Estimates

Other Encres Dubuit Analyses