CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0504	9.72
$α$	0.0065	3.23
$β$	0.9692	446.63
$γ$	0.0189	5.36

V-Lab

Loomis AB GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.24% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Loomis AB Analyses