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
$ω$	0.5994	3.94
$α$	0.2977	4.19
$β$	0.3131	2.50
$γ_{1}$	-3.3849	-0.58
$γ_{2}$	1.8228	0.22
$γ_{3}$	0.8722	0.16
$γ_{4}$	3.2088	0.57
$γ_{5}$	2.4033	0.44
$γ_{6}$	-18.6028	-2.59
$γ_{7}$	32.6557	3.80
$γ_{8}$	-38.0078	-4.52
$γ_{9}$	30.9352	4.25
$γ_{10}$	-15.4146	-2.97

V-Lab

Estrima S P A Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:85.37% (+0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Estrima S P A Analyses