CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.0565	5.20
$α$	0.0620	32.60
$β$	0.9879	433.12
$ν$	4.2832	12.48

V-Lab

Mercialys SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.31% (+1.27%)

Date Range:

Parameter Estimates

Other Mercialys SA Analyses