CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	4.3753	6.60
$α$	0.0968	24.37
$β$	0.9545	133.97
$ν$	3.4390	13.29

V-Lab

Dfds A/S GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:40.06% (-4.75%)

Date Range:

Parameter Estimates

Other Dfds A/S Analyses