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
$ω$	0.6049	4.93
$α$	0.1629	2.71
$β$	0.3218	2.10
$γ_{1}$	0.7400	1.16
$γ_{2}$	-1.6196	-1.55
$γ_{3}$	1.1495	1.49
$γ_{4}$	-0.9508	-1.48
$γ_{5}$	1.8210	3.34
$γ_{6}$	-1.8341	-3.59
$γ_{7}$	0.4096	0.60

V-Lab

DBA Group SPA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.52% (+1.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DBA Group SPA Analyses