CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	7.1682	21.08
$α$	0.2251	6.00
$β$	0.0000	0.00
$ν$	3.7564	4.10

V-Lab

Misitano & Stracuzzi S P A GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:39.26% (+3.57%)

Date Range:

Parameter Estimates

Other Misitano & Stracuzzi S P A Analyses