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
$m$	61
$α$	0.0713	14.69
$β$	0.5665	26.92
$γ$	0.0717	8.81
$λ_{1}$	0.4830	0.80
$λ_{2}$	0.2932	0.93
$λ_{3}$	0.6118	1.43

V-Lab

JM AB MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:26.84% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JM AB Analyses