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
$ω$	0.8202	6.15
$α$	0.2052	6.54
$β$	0.6700	16.00
$γ_{1}$	-0.0024	-0.13
$γ_{2}$	-0.0153	-0.61
$γ_{3}$	0.0406	2.67
$γ_{4}$	-0.0453	-2.65
$γ_{5}$	0.0480	2.57
$γ_{6}$	-0.0760	-2.55

V-Lab

D'ieteren Group Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:27.58% (+5.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other D'ieteren Group Analyses