CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2058	20.23
$α$	0.3150	33.52
$β$	0.8939	155.63
$γ$	-0.0198	-2.16

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S A Fountaine Pajot EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:31.53% (+1.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S A Fountaine Pajot Analyses