CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	5.0000	10.14
$α$	0.1857	5.52
$β$	0.4173	9.47
$γ$	-0.1035	-2.43

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Laboratorio Farmaceutico Erf GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:47.76% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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