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
$m$	21
$α$	0.1105	23.75
$β$	0.6972	64.00
$γ$	0.0783	10.23
$λ_{1}$	0.0240	3.82
$λ_{2}$	0.0239	5.30
$λ_{3}$	0.9718	188.44

V-Lab

Aubay MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:43.17% (-2.25%)

Date Range:

Parameter Estimates

News Impact Curve

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