CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	26
$α$	0.1308	22.93
$β$	0.4948	12.73
$γ$	0.0671	3.82
$λ_{1}$	0.2439	1.10
$λ_{2}$	0.0600	1.30
$λ_{3}$	0.9025	12.35

V-Lab

D Amico Intl Shipping MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:35.43% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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