CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.1699	5.36
$α$	0.1864	5.76
$β$	0.4716	7.28
$γ_{1}$	0.0928	1.46
$γ_{2}$	-0.2225	-2.62
$γ_{3}$	0.2307	6.08
$γ_{4}$	-0.1525	-3.77
$γ_{5}$	0.1160	2.16
$γ_{6}$	-0.1310	-1.92
$γ_{7}$	0.0797	1.17
$γ_{8}$	0.0001	0.00

V-Lab

Duroc AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:77.56% (+29.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Duroc AB Analyses