CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6140	2.26
$α$	0.1872	7.14
$β$	0.7554	28.48
$γ_{1}$	0.2245	0.74
$γ_{2}$	-0.3473	-0.83
$γ_{3}$	0.2267	0.94
$γ_{4}$	-0.3989	-1.70
$γ_{5}$	0.8772	4.24
$γ_{6}$	-1.1873	-5.45
$γ_{7}$	0.9833	3.70
$γ_{8}$	-0.8451	-2.77
$γ_{9}$	0.8373	2.90
$γ_{10}$	-0.4294	-2.12

V-Lab

Transition Evergreen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:27.58% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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