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
$ω$	1.5292	6.47
$α$	0.1380	6.77
$β$	0.7330	17.22
$γ_{1}$	0.0290	1.67
$γ_{2}$	-0.0277	-1.01
$γ_{3}$	-0.0215	-0.91
$γ_{4}$	0.0339	1.30
$γ_{5}$	0.0142	0.48
$γ_{6}$	-0.0587	-1.78
$γ_{7}$	0.0372	1.42

V-Lab

Touax SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.80% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Touax SA Analyses