CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	6.5687	5.74
$α$	0.1578	12.23
$β$	0.8871	43.99
$ν$	3.4456	7.25

V-Lab

Officina Stellare S.P.A GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.71% (+4.55%)

Date Range:

Parameter Estimates

Other Officina Stellare S.P.A Analyses