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
$ω$	5.4115	4.28
$α$	0.2424	5.49
$β$	0.6924	17.48
$γ_{1}$	0.7240	2.51
$γ_{2}$	-0.5774	-1.06
$γ_{3}$	-0.4214	-0.73
$γ_{4}$	0.6991	1.21
$γ_{5}$	-1.0362	-1.91
$γ_{6}$	1.2595	2.83
$γ_{7}$	-1.2703	-3.08

V-Lab

Dantax A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:39.69% (+5.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dantax A/S Analyses