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
$m$	81
$α$	0.0550	3.36
$β$	0.3855	9.60
$γ$	0.0790	4.49
$λ_{1}$	1.5066	0.25
$λ_{2}$	0.5528	0.36
$λ_{3}$	0.0000	0.00

V-Lab

Loomis AB MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:26.77% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Loomis AB Analyses