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
$m$	71
$α$	0.0321	0.01
$β$	0.5716	0.21
$γ$	-0.0321	-0.01
$λ_{1}$	0.1790	0.04
$λ_{2}$	0.0450	0.01
$λ_{3}$	0.9550	0.63

V-Lab

Vergnet MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:1,041.92% (-112.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vergnet Analyses