CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.5613	3.11
$α$	0.2036	4.34
$β$	0.4597	5.12
$γ_{1}$	-0.8116	-0.43
$γ_{2}$	0.8973	0.32
$γ_{3}$	-0.0961	-0.06
$γ_{4}$	1.1975	1.31
$γ_{5}$	-3.3261	-4.35
$γ_{6}$	2.9666	3.83
$γ_{7}$	0.0131	0.02
$γ_{8}$	-1.9878	-1.83
$γ_{9}$	2.3796	1.62
$γ_{10}$	-4.0875	-1.94

V-Lab

Witbe Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.71% (-2.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Witbe Sa Analyses