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
$ω$	1.4559	5.37
$α$	0.0919	6.66
$β$	0.8440	33.62
$γ_{1}$	0.1176	2.84
$γ_{2}$	-0.1439	-2.35
$γ_{3}$	-0.0272	-0.76
$γ_{4}$	0.1275	4.52
$γ_{5}$	-0.1292	-4.52
$γ_{6}$	0.1242	3.66
$γ_{7}$	-0.1480	-4.02
$γ_{8}$	0.1556	3.10

V-Lab

LISI Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.16% (-2.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other LISI Analyses