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
$ω$	0.8646	3.66
$α$	0.4103	4.18
$β$	0.3666	4.58
$γ_{1}$	-0.1932	-1.12
$γ_{2}$	0.3087	1.24
$γ_{3}$	-0.2487	-1.87
$γ_{4}$	0.2071	2.53

V-Lab

Clabo Spa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:31.50% (-3.92%)

Date Range:

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