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
$ω$	0.4839	3.18
$α$	0.1222	3.54
$β$	0.7032	9.54
$γ_{1}$	1.2417	1.06
$γ_{2}$	-1.8589	-1.04
$γ_{3}$	0.7009	0.58
$γ_{4}$	-1.1703	-1.18
$γ_{5}$	2.8003	3.58
$γ_{6}$	-2.8813	-3.75
$γ_{7}$	1.4800	2.45

V-Lab

Baikowski Sas Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:39.72% (-3.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Baikowski Sas Analyses