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
$ω$	1.3150	4.93
$α$	0.1404	6.77
$β$	0.7846	26.08
$γ_{1}$	-0.2245	-3.85
$γ_{2}$	0.4059	4.60
$γ_{3}$	-0.3168	-4.64
$γ_{4}$	0.2307	3.97
$γ_{5}$	-0.1224	-2.44
$γ_{6}$	0.0148	0.19
$γ_{7}$	-0.0510	-0.30

V-Lab

Keyrus Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.36% (+2.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Keyrus Analyses