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
$ω$	0.6232	5.40
$α$	0.1432	7.01
$β$	0.7123	17.99
$γ_{1}$	-0.1402	-2.38
$γ_{2}$	0.2830	3.27
$γ_{3}$	-0.2268	-3.79
$γ_{4}$	0.1112	1.87
$γ_{5}$	0.0270	0.45
$γ_{6}$	-0.1202	-2.96

V-Lab

Clariane SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:59.04% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clariane SE Analyses