CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6156	2.41
$α$	0.1877	7.11
$β$	0.7495	27.45
$γ_{1}$	0.2544	0.88
$γ_{2}$	-0.3981	-1.00
$γ_{3}$	0.2603	1.12
$γ_{4}$	-0.4183	-1.84
$γ_{5}$	0.8903	4.43
$γ_{6}$	-1.1966	-5.65
$γ_{7}$	0.9841	3.78
$γ_{8}$	-0.8306	-2.71
$γ_{9}$	0.7905	2.53
$γ_{10}$	-0.2537	-0.78

V-Lab

Transition Evergreen Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:37.23% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

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