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
$ω$	0.5610	4.89
$α$	0.1833	5.89
$β$	0.6159	11.61
$γ_{1}$	-0.0631	-0.57
$γ_{2}$	0.0123	0.08
$γ_{3}$	-0.0021	-0.02
$γ_{4}$	0.0776	0.62
$γ_{5}$	0.2840	1.60
$γ_{6}$	-0.9367	-4.40
$γ_{7}$	1.1343	5.21
$γ_{8}$	-0.4793	-2.19
$γ_{9}$	-0.2243	-1.12
$γ_{10}$	0.2262	1.84

V-Lab

Bourrelier Group SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 5th, 2026:70.89% (-8.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bourrelier Group SA Analyses