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
$ω$	4.5098	6.69
$α$	0.1147	8.75
$β$	0.7990	37.42
$γ_{1}$	0.1972	6.10
$γ_{2}$	-0.2464	-5.04
$γ_{3}$	0.1391	3.84
$γ_{4}$	-0.1709	-5.46
$γ_{5}$	0.0822	3.13
$γ_{6}$	0.0512	1.81
$γ_{7}$	-0.0613	-1.66
$γ_{8}$	-0.0612	-0.89

V-Lab

Fabege AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.19% (-1.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fabege AB Analyses