CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1285	22.05
$α$	0.0712	18.57
$β$	0.8842	378.69
$γ$	0.0561	6.94

V-Lab

Aubay GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:49.99% (-2.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aubay Analyses