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
$m$	21
$α$	0.1635	16.15
$β$	0.4141	20.00
$γ$	0.0418	2.60
$λ_{1}$	0.0271	0.68
$λ_{2}$	0.0083	1.64
$λ_{3}$	0.9890	116.34

V-Lab

Duroc AB MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:75.09% (+24.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Duroc AB Analyses