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
$ω$	1.3418	3.02
$α$	0.2282	3.78
$β$	0.3770	2.66
$γ_{1}$	-4.2475	-0.80
$γ_{2}$	4.9857	0.69
$γ_{3}$	0.8651	0.20
$γ_{4}$	-6.4908	-1.57
$γ_{5}$	13.6660	3.14
$γ_{6}$	-17.1916	-3.76
$γ_{7}$	19.8854	3.84
$γ_{8}$	-26.4385	-4.45
$γ_{9}$	26.3748	5.42
$γ_{10}$	-15.3416	-5.36

V-Lab

Alan Allman Associate Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:75.26% (-5.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alan Allman Associate Analyses