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
$ω$	1.5077	2.28
$α$	0.2260	8.50
$β$	0.7730	28.94
$γ_{1}$	-0.3101	-0.73
$γ_{2}$	0.6114	0.98
$γ_{3}$	-0.7871	-1.83
$γ_{4}$	1.2336	2.75
$γ_{5}$	-1.5674	-2.73
$γ_{6}$	1.1418	1.41
$γ_{7}$	0.2315	0.21
$γ_{8}$	-4.3414	-1.97
$γ_{9}$	10.6082	2.19
$γ_{10}$	-10.3290	-2.24

V-Lab

Vergnet Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:2,083.32% (-210.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vergnet Analyses