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
$ω$	0.5577	6.45
$α$	0.1567	9.37
$β$	0.7371	27.78
$γ_{1}$	-0.1536	-2.84
$γ_{2}$	0.2230	2.77
$γ_{3}$	-0.1152	-2.23
$γ_{4}$	0.0638	1.17
$γ_{5}$	0.0173	0.28
$γ_{6}$	0.0069	0.12
$γ_{7}$	-0.1684	-2.57
$γ_{8}$	0.2087	3.04
$γ_{9}$	-0.1293	-2.12
$γ_{10}$	0.0661	1.30

V-Lab

Groupe Gascogne Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:41.39% (-2.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe Gascogne Analyses