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
$α$	0.1836	14.20
$β$	0.5431	33.97
$γ$	0.2262	10.37
$λ_{1}$	1.0201	1.04
$λ_{2}$	0.1319	0.90
$λ_{3}$	0.8142	4.11

V-Lab

ST Dupont SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.67% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ST Dupont SA Analyses