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
$ω$	1.0321	2.96
$α$	0.1999	5.45
$β$	0.5251	7.04
$γ_{1}$	0.8839	2.89
$γ_{2}$	-1.4166	-3.39
$γ_{3}$	1.1239	3.93
$γ_{4}$	-1.3053	-4.31
$γ_{5}$	1.2171	4.26
$γ_{6}$	-0.5911	-1.86
$γ_{7}$	-0.4347	-0.92

V-Lab

Fermentalg Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:37.75% (-4.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fermentalg Analyses