CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	10.9089	3.75
$α$	0.0819	10.13
$β$	0.9535	77.06
$ν$	3.8887	4.07

V-Lab

Nacon Sa GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:48.96% (-3.71%)

Date Range:

Parameter Estimates

Other Nacon Sa Analyses