CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.4168	7.53
$α$	0.0609	5.10
$β$	0.8441	79.19
$γ$	0.1034	3.73

V-Lab

Grolleau S A GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:41.73% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Grolleau S A Analyses