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
$ω$	1.1561	2.25
$α$	0.2938	5.01
$β$	0.4214	4.72
$γ_{1}$	26.8778	3.10
$γ_{2}$	-36.7869	-3.00
$γ_{3}$	21.2359	2.18
$γ_{4}$	-27.9124	-2.47
$γ_{5}$	28.8292	3.14
$γ_{6}$	-13.3334	-2.20
$γ_{7}$	-6.0164	-1.02
$γ_{8}$	14.2923	1.80
$γ_{9}$	-11.1509	-1.18
$γ_{10}$	1.2376	0.09

V-Lab

Namr Societe Anonyme Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 17th, 2025:96.97% (+25.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Namr Societe Anonyme Analyses