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
$ω$	0.8366	7.23
$α$	0.0598	8.65
$β$	0.9091	90.28
$γ_{1}$	-0.0218	-0.81
$γ_{2}$	0.0764	1.85
$γ_{3}$	-0.1495	-4.94
$γ_{4}$	0.1615	5.72
$γ_{5}$	-0.1019	-3.59
$γ_{6}$	0.0558	1.85
$γ_{7}$	-0.0203	-0.62
$γ_{8}$	0.0191	0.39

V-Lab

Capgemini SE Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:46.89% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capgemini SE Analyses