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
$m$	71
$α$	0.0389	15.55
$β$	0.8523	197.12
$γ$	0.0644	16.72
$λ_{1}$	0.0531	3.73
$λ_{2}$	0.0545	5.38
$λ_{3}$	0.9333	72.67

V-Lab

SKF AB MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:37.47% (-1.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SKF AB Analyses