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
$ω$	1.6811	6.21
$α$	0.1722	7.80
$β$	0.6442	14.23
$γ_{1}$	0.0183	0.41
$γ_{2}$	0.1141	1.59
$γ_{3}$	-0.2947	-4.89
$γ_{4}$	0.2397	3.97
$γ_{5}$	-0.1062	-1.66
$γ_{6}$	0.1038	1.65
$γ_{7}$	-0.1702	-2.89
$γ_{8}$	0.1780	2.11

V-Lab

CapMan OYJ Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:23.78% (-1.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CapMan OYJ Analyses