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
$ω$	0.6055	4.91
$α$	0.1635	2.74
$β$	0.3308	2.20
$γ_{1}$	0.7404	1.16
$γ_{2}$	-1.6246	-1.55
$γ_{3}$	1.1688	1.51
$γ_{4}$	-1.0052	-1.56
$γ_{5}$	1.9555	3.66
$γ_{6}$	-2.1483	-4.92
$γ_{7}$	1.2519	4.02

V-Lab

DBA Group SPA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:22.43% (+1.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DBA Group SPA Analyses