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
$ω$	0.8648	4.67
$α$	0.1285	3.05
$β$	0.5339	4.21
$γ_{1}$	-2.2158	-3.34
$γ_{2}$	3.3685	3.54
$γ_{3}$	-2.0561	-3.48
$γ_{4}$	1.7943	3.23
$γ_{5}$	-1.0425	-1.68
$γ_{6}$	-0.0089	-0.02

V-Lab

Mapfre Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:28.90% (+6.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mapfre Analyses