CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1332	14.05
$α$	0.0388	17.01
$β$	0.9122	280.49
$γ$	0.0516	9.24

V-Lab

Mersen GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.62% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mersen Analyses