CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	6.7402	3.61
$α$	0.0579	29.69
$β$	0.9888	292.47
$ν$	4.0822	11.09

V-Lab

Modern Times Group MTG AB GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.75% (-1.09%)

Date Range:

Parameter Estimates

Other Modern Times Group MTG AB Analyses