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
$ω$	0.6119	2.59
$α$	0.2567	4.08
$β$	0.3622	4.17
$γ_{1}$	-0.3115	-0.97
$γ_{2}$	0.4551	1.00
$γ_{3}$	-0.2215	-0.80
$γ_{4}$	0.1349	0.49
$γ_{5}$	-0.1098	-0.44
$γ_{6}$	0.1439	0.70
$γ_{7}$	-0.4775	-1.80

V-Lab

AB Science SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:34.02% (-3.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AB Science SA Analyses