CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1733	2.36
$α$	0.0640	3.85
$β$	0.9388	61.32
$γ$	-0.0426	-1.93

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Eramet GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:66.42% (-1.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eramet Analyses