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
$ω$	2.2549	3.94
$α$	0.1212	10.56
$β$	0.8493	59.36
$γ_{1}$	0.1794	2.15
$γ_{2}$	-0.2426	-1.83
$γ_{3}$	0.1153	1.45
$γ_{4}$	-0.0519	-0.93
$γ_{5}$	-0.0873	-1.46
$γ_{6}$	0.1753	3.20
$γ_{7}$	-0.1056	-2.18
$γ_{8}$	-0.0012	-0.02

V-Lab

Cie Du Bois Sauvage Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.24% (-1.56%)

Date Range:

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News Impact Curve

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