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
$ω$	2.3373	2.40
$α$	0.2325	3.25
$β$	0.3958	2.98
$γ_{1}$	3.4896	3.37
$γ_{2}$	-5.2219	-2.97
$γ_{3}$	3.9643	1.99
$γ_{4}$	-3.7848	-1.89
$γ_{5}$	1.8108	1.18
$γ_{6}$	-0.1623	-0.20

V-Lab

ESI SPA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.02% (-7.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESI SPA Analyses