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
$ω$	0.8535	4.96
$α$	0.1183	8.42
$β$	0.7875	29.37
$γ_{1}$	-0.2106	-5.03
$γ_{2}$	0.3173	5.60
$γ_{3}$	-0.1613	-4.31
$γ_{4}$	0.0762	1.86
$γ_{5}$	0.0037	0.09
$γ_{6}$	-0.0508	-1.17
$γ_{7}$	0.0859	1.27

V-Lab

Alten SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:64.50% (-5.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alten SA Analyses