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
$ω$	1.2325	6.29
$α$	0.0996	4.85
$β$	0.8192	25.24
$γ_{1}$	0.4011	3.04
$γ_{2}$	-0.7699	-3.68
$γ_{3}$	0.7742	5.14
$γ_{4}$	-0.6864	-5.49
$γ_{5}$	0.3836	3.29
$γ_{6}$	-0.1224	-1.47

V-Lab

Bnp Paribas Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.66% (+2.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bnp Paribas Analyses