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
$ω$	0.8339	3.89
$α$	0.3956	4.36
$β$	0.3601	4.33
$γ_{1}$	-0.2052	-1.21
$γ_{2}$	0.3424	1.38
$γ_{3}$	-0.3213	-2.12
$γ_{4}$	0.4135	2.00

V-Lab

Clabo Spa Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:41.46% (-2.92%)

Date Range:

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