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
$m$	66
$α$	0.0771	15.64
$β$	0.7590	68.61
$γ$	0.0559	8.10
$λ_{1}$	0.0241	2.09
$λ_{2}$	0.0297	3.37
$λ_{3}$	0.9652	89.92

V-Lab

Demant A/S MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:54.80% (-3.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Demant A/S Analyses