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
$ω$	0.6483	6.35
$α$	0.1440	4.36
$β$	0.7568	13.02
$γ_{1}$	-0.1739	-3.03

V-Lab

Grolleau S A Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:38.14% (-2.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Grolleau S A Analyses