CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.5895	6.77
$α$	0.2576	6.12
$β$	0.5958	12.11
$γ_{1}$	-0.1155	-1.95
$γ_{2}$	0.0909	0.96
$γ_{3}$	0.1112	1.55
$γ_{4}$	-0.1556	-2.09
$γ_{5}$	0.0244	0.30
$γ_{6}$	0.1645	2.14
$γ_{7}$	-0.2476	-2.88
$γ_{8}$	0.1635	1.37
$γ_{9}$	0.0699	0.35
$γ_{10}$	-0.5172	-1.53

V-Lab

ST Dupont SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:9.86% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ST Dupont SA Analyses