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
$m$	31
$α$	0.0765	8.35
$β$	0.5205	8.89
$γ$	0.0900	5.44
$λ_{1}$	0.4941	0.29
$λ_{2}$	0.0589	0.30
$λ_{3}$	0.7908	1.10

V-Lab

Van Lanschot Kempen NV MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:40.05% (-2.38%)

Date Range:

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