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
$m$	56
$α$	0.1029	18.26
$β$	0.8000	125.46
$γ$	0.1135	11.76
$λ_{1}$	0.0588	5.68
$λ_{2}$	0.0262	7.44
$λ_{3}$	0.9734	252.24

V-Lab

Transition Evergreen MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:36.11% (-0.25%)

Date Range:

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