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
$m$	126
$α$	0.0204	10.22
$β$	0.9477	434.93
$γ$	0.0282	11.72
$λ_{1}$	0.0007	1.40
$λ_{2}$	0.0000	0.05
$λ_{3}$	0.9998	3,235.49

V-Lab

NCC AB MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.75% (+2.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCC AB Analyses