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
$ω$	0.9947	2.67
$α$	0.0000	0.00
$β$	0.9912	0.70
$γ_{1}$	-40.6936	-0.50
$γ_{2}$	102.4086	2.40
$γ_{3}$	-130.8378	-3.74
$γ_{4}$	125.3639	4.53
$γ_{5}$	-85.6128	-2.46
$γ_{6}$	53.8427	1.54
$γ_{7}$	-39.5423	-0.94

V-Lab

Eramet Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:76.64% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eramet Analyses