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
$ω$	4.2306	6.27
$α$	0.1126	8.97
$β$	0.8116	40.51
$γ_{1}$	0.1790	5.31
$γ_{2}$	-0.2193	-4.30
$γ_{3}$	0.1228	3.26
$γ_{4}$	-0.1567	-4.81
$γ_{5}$	0.0679	2.48
$γ_{6}$	0.0715	2.57
$γ_{7}$	-0.1015	-3.52
$γ_{8}$	0.0371	1.64

V-Lab

Fabege AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.24% (-0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fabege AB Analyses