CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	11,053.9400	11.36
$α$	0.1107	153.92
$β$	0.9982	6,398.81
$ν$	2.0021	143,004.00

V-Lab

Montebalito SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 5th, 2026:864.55% (-149.73%)

Date Range:

Parameter Estimates

Other Montebalito SA Analyses