CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0337	5.19
$α$	0.2050	5.91
$β$	0.5024	7.79
$γ_{1}$	-0.0590	-0.52
$γ_{2}$	0.0563	0.35
$γ_{3}$	0.1257	1.28
$γ_{4}$	-0.3219	-3.18
$γ_{5}$	0.3707	3.35
$γ_{6}$	-0.2726	-2.45
$γ_{7}$	0.1917	1.70
$γ_{8}$	-0.1851	-1.90
$γ_{9}$	0.1749	1.93
$γ_{10}$	-0.2542	-1.69

V-Lab

Fleury Michon SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.79% (-1.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fleury Michon SA Analyses