CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0743	4.68
$α$	0.0978	7.75
$β$	0.8345	38.13
$γ_{1}$	0.0228	0.48
$γ_{2}$	-0.0319	-0.47
$γ_{3}$	-0.0321	-0.69
$γ_{4}$	0.1483	2.76
$γ_{5}$	-0.1878	-3.07
$γ_{6}$	0.0858	1.69
$γ_{7}$	-0.0026	-0.07
$γ_{8}$	0.0241	0.59
$γ_{9}$	-0.0441	-1.36

V-Lab

Burelle SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:25.67% (-0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Burelle SA Analyses