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
$ω$	2.0365	2.91
$α$	0.0313	3.64
$β$	0.9533	71.05
$γ_{1}$	0.0531	0.49
$γ_{2}$	0.0913	0.54
$γ_{3}$	-0.3215	-2.17
$γ_{4}$	0.3505	2.23
$γ_{5}$	-0.3874	-3.29
$γ_{6}$	0.4347	4.65
$γ_{7}$	-0.3530	-3.73
$γ_{8}$	0.2304	2.16
$γ_{9}$	-0.1882	-1.67
$γ_{10}$	0.1215	1.50

V-Lab

D/S Norden A/S Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:48.58% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other D/S Norden A/S Analyses