CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.5120	3.23
$α$	0.2345	3.90
$β$	0.4989	4.93
$γ_{1}$	0.0947	0.04
$γ_{2}$	-1.2211	-0.28
$γ_{3}$	3.2966	0.97
$γ_{4}$	-5.7935	-2.88
$γ_{5}$	6.7772	5.36
$γ_{6}$	-4.0921	-3.13
$γ_{7}$	1.0481	0.72
$γ_{8}$	0.0820	0.06
$γ_{9}$	-1.2158	-0.80
$γ_{10}$	2.5822	0.80

V-Lab

Valbiotis SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:73.29% (+1.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valbiotis SA Analyses