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
$ω$	0.5572	1.75
$α$	0.6227	0.29
$β$	0.3772	0.17
$γ_{1}$	-555.9054	-0.81
$γ_{2}$	830.9186	1.06
$γ_{3}$	-473.3405	-2.76
$γ_{4}$	294.1296	1.42
$γ_{5}$	-533.3656	-1.30
$γ_{6}$	1,700.6070	3.16
$γ_{7}$	-2,825.2310	-4.76
$γ_{8}$	2,618.8880	3.05
$γ_{9}$	-1,447.6650	-1.39
$γ_{10}$	466.7731	0.51

V-Lab

SAS Florentaise Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:107.57% (-22.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SAS Florentaise Analyses