CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.0612	9.72
$α$	0.1861	3.80
$β$	0.4524	7.74
$ν$	3.8211	2.51

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:25.40% (+2.32%)

Date Range:

Parameter Estimates

Other Philogen S.P.A. Analyses