CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0347	5.78
$α$	0.0002	0.09
$β$	0.9622	279.71
$γ$	0.0504	6.77

V-Lab

Hermes International GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.67% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hermes International Analyses