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
$ω$	1.0846	8.93
$α$	0.0998	5.42
$β$	0.7715	18.91
$γ_{1}$	-0.0875	-1.82
$γ_{2}$	0.1733	2.18
$γ_{3}$	-0.1743	-2.66
$γ_{4}$	0.2311	3.92
$γ_{5}$	-0.3019	-5.36
$γ_{6}$	0.2292	4.97

V-Lab

Duni AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.83% (+9.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Duni AB Analyses