CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9590	6.55
$α$	0.2248	6.33
$β$	0.5345	9.55
$γ_{1}$	0.4177	3.54
$γ_{2}$	-0.7907	-4.37
$γ_{3}$	0.6416	5.50
$γ_{4}$	-0.5106	-4.68
$γ_{5}$	0.5097	4.29
$γ_{6}$	-0.3860	-2.65
$γ_{7}$	0.1011	0.63
$γ_{8}$	-0.0643	-0.43
$γ_{9}$	0.1693	1.43

V-Lab

Cafom SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:24.28% (+2.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cafom SA Analyses