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
$ω$	1.7782	7.18
$α$	0.2000	8.12
$β$	0.5252	9.67
$γ_{1}$	-0.2575	-2.33
$γ_{2}$	0.4121	2.21
$γ_{3}$	-0.1081	-0.85
$γ_{4}$	-0.1714	-2.12
$γ_{5}$	0.2458	3.28
$γ_{6}$	-0.2036	-2.36
$γ_{7}$	0.2588	2.92
$γ_{8}$	-0.4156	-4.09
$γ_{9}$	0.3901	2.71
$γ_{10}$	-0.1260	-0.59

V-Lab

Groupe LDLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:56.78% (-2.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe LDLC Analyses