CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	4.9331	4.61
$α$	0.0878	8.06
$β$	0.9080	40.75
$ν$	2.9545	6.49

V-Lab

Neodecortech S.P.A GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:37.31% (+0.94%)

Date Range:

Parameter Estimates

Other Neodecortech S.P.A Analyses