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
$m$	76
$α$	0.0458	9.67
$β$	0.8903	132.18
$γ$	0.0290	5.66
$λ_{1}$	0.0019	1.81
$λ_{2}$	0.0090	6.24
$λ_{3}$	0.9909	629.96

V-Lab

SES SA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:41.19% (-1.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SES SA Analyses