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
$ω$	0.4064	2.78
$α$	0.2434	7.12
$β$	0.5893	11.98
$γ_{1}$	0.4321	1.09
$γ_{2}$	-0.2759	-0.50
$γ_{3}$	-0.1149	-0.28
$γ_{4}$	-0.2848	-0.59
$γ_{5}$	0.4398	1.04
$γ_{6}$	-0.7245	-2.25
$γ_{7}$	0.9506	3.15
$γ_{8}$	-0.5778	-2.08
$γ_{9}$	0.2170	1.05

V-Lab

Klarsen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:61.80% (-1.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Klarsen Analyses