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
$m$	21
$α$	0.2024	29.15
$β$	0.4938	31.55
$γ$	-0.0044	-0.35
$λ_{1}$	0.0241	1.81
$λ_{2}$	0.0331	2.57
$λ_{3}$	0.9575	60.48

V-Lab

Laurent-Perrier MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.71% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laurent-Perrier Analyses