CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	170.4668	3.66
$α$	0.0650	39.84
$β$	0.9759	142.89
$ν$	2.0174	995.75

V-Lab

Brodrene A & O Johansen A/S GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:186.10% (-6.79%)

Date Range:

Parameter Estimates

Other Brodrene A & O Johansen A/S Analyses