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
$ω$	0.8184	5.81
$α$	0.0929	3.18
$β$	0.6691	7.03
$γ_{1}$	0.5659	2.30
$γ_{2}$	-0.8948	-2.24
$γ_{3}$	0.6986	2.01
$γ_{4}$	-1.0375	-2.56
$γ_{5}$	1.1996	3.09
$γ_{6}$	-0.6840	-2.78

V-Lab

FM Mattsson AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.66% (-1.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FM Mattsson AB Analyses