CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.9568	4.49
$α$	0.1452	7.92
$β$	0.7433	19.97
$γ_{1}$	-0.0526	-0.54
$γ_{2}$	-0.0309	-0.20
$γ_{3}$	0.3833	2.63
$γ_{4}$	-0.5848	-3.84
$γ_{5}$	0.4610	3.39
$γ_{6}$	-0.2747	-2.35
$γ_{7}$	0.1850	1.50
$γ_{8}$	-0.1490	-1.15
$γ_{9}$	0.1173	0.91
$γ_{10}$	-0.1081	-0.57

V-Lab

Coheris SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:46.04% (-4.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Coheris SA Analyses