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
$ω$	1.1355	3.03
$α$	0.0389	2.70
$β$	0.9306	28.16
$γ_{1}$	0.5589	0.20
$γ_{2}$	0.6265	0.13
$γ_{3}$	-2.5816	-0.78
$γ_{4}$	3.3173	1.49
$γ_{5}$	-4.6004	-2.25
$γ_{6}$	4.7841	2.25
$γ_{7}$	-3.9410	-1.83
$γ_{8}$	6.7259	2.07
$γ_{9}$	-12.8021	-3.34
$γ_{10}$	11.9434	5.60

V-Lab

Digital Value S.P.A Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:8.66% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Digital Value S.P.A Analyses