CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0408	17.70
$α$	0.0524	18.15
$β$	0.9223	433.84
$γ$	0.0329	7.09

V-Lab

Hermes International GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:25.83% (+0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hermes International Analyses