CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	3.0614	10.26
$α$	0.2801	7.50
$β$	0.3992	12.26
$γ$	0.0299	0.35

V-Lab

ESI SPA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:44.33% (-9.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESI SPA Analyses