CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7505	4.05
$α$	0.1274	6.92
$β$	0.7910	30.30
$γ_{1}$	-0.1801	-1.85
$γ_{2}$	0.3550	2.39
$γ_{3}$	-0.3994	-3.96
$γ_{4}$	0.3549	4.79
$γ_{5}$	-0.1952	-3.01
$γ_{6}$	0.1283	1.90
$γ_{7}$	-0.0847	-1.14
$γ_{8}$	0.0592	0.71
$γ_{9}$	-0.0850	-1.09
$γ_{10}$	0.0604	1.07

V-Lab

Aurea SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:32.35% (-1.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aurea SA Analyses