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
$m$	66
$α$	0.0877	5.85
$β$	0.5357	11.90
$γ$	-0.0094	-0.13
$λ_{1}$	1.8693	0.16
$λ_{2}$	0.7777	1.64
$λ_{3}$	0.1444	0.23

V-Lab

Roctool MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:145.44% (-18.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Roctool Analyses