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
$ω$	0.7222	7.39
$α$	0.1528	2.18
$β$	0.5287	3.61
$γ_{1}$	-0.7492	-4.50
$γ_{2}$	0.9522	3.97
$γ_{3}$	-0.1833	-1.48

V-Lab

Ctp B.V. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:39.52% (-11.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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