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
$ω$	2.7719	1.44
$α$	0.5873	2.78
$β$	0.0000	0.00
$γ_{1}$	188.1053	1.32
$γ_{2}$	-279.8593	-1.38
$γ_{3}$	102.6377	1.01
$γ_{4}$	23.6757	0.30
$γ_{5}$	-70.9327	-0.73
$γ_{6}$	135.2185	1.49
$γ_{7}$	-263.4340	-3.05
$γ_{8}$	389.9856	3.05
$γ_{9}$	-440.1204	-2.38
$γ_{10}$	281.2867	2.10

V-Lab

Lighton SAS Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:36.61% (-1.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lighton SAS Analyses