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
$ω$	0.8605	4.65
$α$	0.1294	3.02
$β$	0.5361	4.23
$γ_{1}$	-2.2392	-3.36
$γ_{2}$	3.4132	3.57
$γ_{3}$	-2.1179	-3.55
$γ_{4}$	1.9197	3.23
$γ_{5}$	-1.3110	-1.52
$γ_{6}$	0.6354	0.31

V-Lab

Mapfre Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.25% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mapfre Analyses