CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	6.5175	2.34
$α$	0.0744	14.85
$β$	0.9688	69.77
$ν$	2.7299	12.08

V-Lab

Nilorngruppen Ab GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:30.07% (-2.23%)

Date Range:

Parameter Estimates

Other Nilorngruppen Ab Analyses