CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	6.6786	7.03
$α$	0.0779	18.63
$β$	0.9531	138.07
$ν$	3.9010	7.49

V-Lab

D Amico Intl Shipping GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.41% (-3.03%)

Date Range:

Parameter Estimates

Other D Amico Intl Shipping Analyses