CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0586	14.82
$α$	0.0660	20.43
$β$	0.9023	231.60
$γ$	0.0263	3.91

V-Lab

Laurent-Perrier GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.25% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laurent-Perrier Analyses