CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	26
$α$	0.0522	5.54
$β$	0.8534	19.66
$γ$	0.0616	3.39
$λ_{1}$	6.5483	0.10
$λ_{2}$	0.2999	0.08
$λ_{3}$	0.0000	0.00

V-Lab

Grolleau S A MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:41.41% (+0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Grolleau S A Analyses