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
$ω$	0.5234	6.64
$α$	0.1672	9.19
$β$	0.6894	20.89
$γ_{1}$	-0.1731	-3.49
$γ_{2}$	0.2564	3.50
$γ_{3}$	-0.1417	-3.01
$γ_{4}$	0.0886	1.76
$γ_{5}$	-0.0047	-0.08
$γ_{6}$	0.0256	0.49
$γ_{7}$	-0.1944	-3.19
$γ_{8}$	0.2670	4.10
$γ_{9}$	-0.2638	-3.90
$γ_{10}$	0.4283	4.01

V-Lab

Groupe Gascogne Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:70.42% (-1.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe Gascogne Analyses