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
$α$	0.0523	12.49
$β$	0.7901	87.21
$γ$	0.1136	15.95
$λ_{1}$	0.2921	1.67
$λ_{2}$	0.0610	1.73
$λ_{3}$	0.9055	16.22

V-Lab

TGS ASA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.73% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TGS ASA Analyses