CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.5623	4.33
$α$	0.0819	49.91
$β$	0.9900	420.90
$ν$	3.6792	25.76

V-Lab

Warehouses De Pauw CVA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:23.43% (-1.89%)

Date Range:

Parameter Estimates

Other Warehouses De Pauw CVA Analyses