CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	8.0066	6.37
$α$	0.1571	3.64
$β$	0.6791	13.21
$ν$	3.8773	2.14

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Edil SAN Felice SPA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:58.81% (-0.62%)

Date Range:

Parameter Estimates

Other Edil SAN Felice SPA Analyses