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
$ω$	0.4181	4.20
$α$	0.1234	3.79
$β$	0.7302	11.85
$γ_{1}$	0.3022	1.07
$γ_{2}$	-0.9283	-2.20
$γ_{3}$	1.1467	4.08
$γ_{4}$	-1.0875	-3.06

V-Lab

Baikowski Sas Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:40.29% (+2.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Baikowski Sas Analyses