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
$m$	21
$α$	0.3073	23.90
$β$	0.3902	22.41
$γ$	-0.0701	-2.97
$λ_{1}$	0.0737	1.44
$λ_{2}$	0.0483	4.24
$λ_{3}$	0.9517	87.01

V-Lab

Nrc Group Asa MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:47.75% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nrc Group Asa Analyses