CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	32.2159	2.82
$α$	0.1381	4.40
$β$	0.7711	10.05
$ν$	2.2010	14.11

V-Lab

Grolleau S A GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:110.88% (+8.77%)

Date Range:

Parameter Estimates

Other Grolleau S A Analyses