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
$ω$	0.7676	3.98
$α$	0.2357	7.10
$β$	0.6375	15.54
$γ_{1}$	-0.1209	-0.97
$γ_{2}$	0.1681	0.91
$γ_{3}$	-0.2240	-1.87
$γ_{4}$	0.4531	3.99
$γ_{5}$	-0.4837	-4.50
$γ_{6}$	0.3055	2.96
$γ_{7}$	-0.1631	-0.97

V-Lab

S A Fountaine Pajot Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:31.32% (+8.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S A Fountaine Pajot Analyses