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
$m$	81
$α$	0.3126	17.43
$β$	0.2349	9.93
$γ$	-0.0902	-3.40
$λ_{1}$	0.0070	0.23
$λ_{2}$	0.0127	2.39
$λ_{3}$	0.9839	85.15

V-Lab

Rana Gruber Asa MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:19.73% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rana Gruber Asa Analyses