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
$m$	46
$α$	0.1212	11.28
$β$	0.5382	20.61
$γ$	0.3733	10.63
$λ_{1}$	0.1560	1.16
$λ_{2}$	1.0000	9.58
$λ_{3}$	0.0000	0.00

V-Lab

B&S Group Sa MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 23rd, 2025:43.81% (-3.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other B&S Group Sa Analyses