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
$ω$	1.8154	7.24
$α$	0.2005	8.20
$β$	0.5294	9.99
$γ_{1}$	-0.2379	-2.15
$γ_{2}$	0.3825	2.05
$γ_{3}$	-0.0943	-0.74
$γ_{4}$	-0.1733	-2.14
$γ_{5}$	0.2396	3.16
$γ_{6}$	-0.1977	-2.28
$γ_{7}$	0.2616	2.94
$γ_{8}$	-0.4325	-4.45
$γ_{9}$	0.4338	3.67
$γ_{10}$	-0.2480	-2.93

V-Lab

Groupe LDLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:74.06% (-8.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe LDLC Analyses