CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	4.7101	4.01
$α$	0.0569	34.16
$β$	0.9878	349.91
$ν$	2.9074	27.18

V-Lab

Rogaland Sparebank GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.01% (-1.35%)

Date Range:

Parameter Estimates

Other Rogaland Sparebank Analyses