CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9242	5.52
$α$	0.2677	7.61
$β$	0.5024	9.71
$γ_{1}$	0.2873	2.96
$γ_{2}$	-0.4142	-2.89
$γ_{3}$	0.1788	1.90
$γ_{4}$	-0.0960	-1.07
$γ_{5}$	-0.0411	-0.37
$γ_{6}$	0.1995	1.54
$γ_{7}$	-0.1427	-1.19
$γ_{8}$	-0.0528	-0.38

V-Lab

Poujoulat Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.81% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Poujoulat Analyses