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
$ω$	1.9469	4.49
$α$	0.1455	7.93
$β$	0.7431	19.96
$γ_{1}$	-0.0657	-0.68
$γ_{2}$	-0.0031	-0.02
$γ_{3}$	0.3521	2.41
$γ_{4}$	-0.5526	-3.62
$γ_{5}$	0.4324	3.18
$γ_{6}$	-0.2518	-2.16
$γ_{7}$	0.1669	1.36
$γ_{8}$	-0.1331	-1.06
$γ_{9}$	0.0985	0.91
$γ_{10}$	-0.0712	-1.05

V-Lab

Coheris SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:47.06% (-4.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Coheris SA Analyses