CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6015	3.89
$α$	0.3023	4.15
$β$	0.3162	2.50
$γ_{1}$	-3.4325	-0.58
$γ_{2}$	1.9104	0.23
$γ_{3}$	0.8143	0.15
$γ_{4}$	3.2214	0.57
$γ_{5}$	2.4006	0.44
$γ_{6}$	-18.4208	-2.55
$γ_{7}$	31.7557	3.66
$γ_{8}$	-35.2692	-4.04
$γ_{9}$	23.9254	3.03
$γ_{10}$	1.8914	0.22

V-Lab

Estrima S P A Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:116.75% (+0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Estrima S P A Analyses