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
$ω$	1.1083	5.47
$α$	0.1846	6.72
$β$	0.6139	14.66
$γ_{1}$	-0.0733	-1.38
$γ_{2}$	0.1690	2.31
$γ_{3}$	-0.1665	-4.25
$γ_{4}$	0.0854	2.42
$γ_{5}$	0.0351	0.93
$γ_{6}$	-0.0996	-1.84
$γ_{7}$	0.0731	0.73

V-Lab

Clas Ohlson AB Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:39.44% (-3.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clas Ohlson AB Analyses