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
$m$	26
$α$	0.1057	22.10
$β$	0.7217	85.70
$γ$	0.0894	11.16
$λ_{1}$	0.0163	3.29
$λ_{2}$	0.0067	5.29
$λ_{3}$	0.9909	559.49

V-Lab

Lectra MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.46% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lectra Analyses