CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6736	5.43
$α$	0.1868	8.54
$β$	0.6581	18.12
$γ_{1}$	0.0097	0.19
$γ_{2}$	-0.0866	-1.21
$γ_{3}$	0.1893	4.58
$γ_{4}$	-0.2226	-4.61
$γ_{5}$	0.1189	2.08
$γ_{6}$	0.0647	1.20
$γ_{7}$	-0.1285	-2.55
$γ_{8}$	0.1237	2.14

V-Lab

DELFINGEN Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:52.53% (+10.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DELFINGEN Analyses