CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.4234	21.02
$α$	0.0888	17.41
$β$	0.8456	180.87
$γ$	0.0511	5.36

V-Lab

Derichebourg SA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.92% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Derichebourg SA Analyses