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
$m$	126
$α$	0.1376	22.10
$β$	0.6538	58.48
$γ$	0.1320	10.65
$λ_{1}$	0.0525	1.60
$λ_{2}$	0.0100	1.62
$λ_{3}$	0.9791	76.79

V-Lab

D'ieteren Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.61% (-2.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other D'ieteren Group Analyses