CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	116
$α$	0.0588	23.56
$β$	0.8602	204.27
$γ$	0.0574	13.81
$λ_{1}$	0.0254	5.35
$λ_{2}$	0.0214	5.44
$λ_{3}$	0.9738	210.97

V-Lab

LISI MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:68.83% (+34.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LISI Analyses