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
$ω$	0.9987	3.04
$α$	0.0990	6.34
$β$	0.8036	27.81
$γ_{1}$	0.0944	1.42
$γ_{2}$	-0.2308	-2.59
$γ_{3}$	0.2744	6.48
$γ_{4}$	-0.2373	-6.50
$γ_{5}$	0.1476	3.99
$γ_{6}$	-0.0206	-0.57
$γ_{7}$	-0.0685	-1.54
$γ_{8}$	0.0370	0.47

V-Lab

Demant A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.36% (-2.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Demant A/S Analyses