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
$α$	0.0698	18.61
$β$	0.6968	66.71
$γ$	0.1069	16.66
$λ_{1}$	0.0330	2.23
$λ_{2}$	0.0205	3.80
$λ_{3}$	0.9734	128.34

V-Lab

Mersen MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.97% (-1.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mersen Analyses