CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	36
$α$	0.1055	26.04
$β$	0.7855	115.14
$γ$	0.0390	5.62
$λ_{1}$	0.0173	4.44
$λ_{2}$	0.0122	6.00
$λ_{3}$	0.9828	355.32

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Construcciones y Auxiliar de Ferrocarriles SA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:24.47% (-1.23%)

Date Range:

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