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
$m$	66
$α$	0.0657	17.47
$β$	0.7938	93.76
$γ$	0.0634	11.20
$λ_{1}$	0.0477	3.15
$λ_{2}$	0.1061	3.92
$λ_{3}$	0.8807	28.39

V-Lab

Hermes International MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:23.43% (-1.05%)

Date Range:

Parameter Estimates

News Impact Curve

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