CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	4.7519	3.21
$α$	0.0797	36.10
$β$	0.9863	220.26
$ν$	3.1495	21.00

V-Lab

Indel B S.p.A. GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.75% (-0.95%)

Date Range:

Parameter Estimates

Other Indel B S.p.A. Analyses