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
$m$	91
$α$	0.0776	21.73
$β$	0.7139	82.73
$γ$	0.0444	7.48
$λ_{1}$	0.2906	1.73
$λ_{2}$	0.1229	1.91
$λ_{3}$	0.8246	9.03

V-Lab

NCC AB MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:51.87% (+1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCC AB Analyses