CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8364	6.93
$α$	0.2057	6.36
$β$	0.6613	15.01
$γ_{1}$	-0.0011	-0.03
$γ_{2}$	0.0001	0.00
$γ_{3}$	-0.0364	-0.78
$γ_{4}$	0.0880	2.43
$γ_{5}$	-0.0701	-1.77
$γ_{6}$	-0.0073	-0.14
$γ_{7}$	0.0837	1.53
$γ_{8}$	-0.1133	-2.32
$γ_{9}$	0.0802	2.38

V-Lab

D'ieteren Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.75% (-2.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other D'ieteren Group Analyses