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
$ω$	0.9937	3.87
$α$	0.1662	8.33
$β$	0.7285	23.00
$γ_{1}$	-0.2222	-2.29
$γ_{2}$	0.2674	1.81
$γ_{3}$	-0.0723	-0.79
$γ_{4}$	0.0633	0.96
$γ_{5}$	-0.0269	-0.50
$γ_{6}$	-0.0246	-0.49
$γ_{7}$	0.0557	1.08
$γ_{8}$	-0.0685	-1.69

V-Lab

ABC arbitrage Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:15.19% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ABC arbitrage Analyses