CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.2692	3.36
$α$	0.0877	11.12
$β$	0.9641	86.50
$ν$	4.1020	4.74

V-Lab

Orsero S.p.A. GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:29.68% (+2.96%)

Date Range:

Parameter Estimates

Other Orsero S.p.A. Analyses