CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	6.9546	5.92
$α$	0.2409	9.07
$β$	0.8252	29.71
$ν$	3.8745	5.61

V-Lab

Ferrovial SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:41.85% (+12.18%)

Date Range:

Parameter Estimates

Other Ferrovial SE Analyses