CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.4740	3.54
$α$	0.1576	7.92
$β$	0.6866	19.36
$γ_{1}$	-0.0704	-0.73
$γ_{2}$	0.1610	1.22
$γ_{3}$	-0.2619	-3.61
$γ_{4}$	0.3067	4.77
$γ_{5}$	-0.2102	-3.07
$γ_{6}$	0.0991	1.25
$γ_{7}$	-0.0357	-0.42
$γ_{8}$	0.0334	0.38
$γ_{9}$	-0.0582	-0.69
$γ_{10}$	0.0802	0.79

V-Lab

Derichebourg SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:34.78% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Derichebourg SA Analyses