CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	7.6555	3.26
$α$	0.0900	56.72
$β$	0.9910	365.27
$ν$	3.3197	30.24

V-Lab

Clariane SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:38.21% (-3.01%)

Date Range:

Parameter Estimates

Other Clariane SE Analyses