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
$ω$	1.4917	3.93
$α$	0.1645	6.30
$β$	0.8351	31.95
$γ_{1}$	-4.0415	-2.00
$γ_{2}$	7.2345	3.02
$γ_{3}$	-5.1361	-6.83
$γ_{4}$	2.6648	2.75
$γ_{5}$	-1.1192	-1.37
$γ_{6}$	1.1583	1.77
$γ_{7}$	-1.7774	-2.65
$γ_{8}$	1.8820	2.26
$γ_{9}$	-1.6542	-2.02
$γ_{10}$	1.8898	2.41

V-Lab

Altareit SCA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:18.95% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altareit SCA Analyses