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
$ω$	0.6078	5.21
$α$	0.1622	6.12
$β$	0.2773	3.03
$γ_{1}$	-0.0288	-0.14
$γ_{2}$	-0.1379	-0.41
$γ_{3}$	0.2204	0.89
$γ_{4}$	0.0646	0.35
$γ_{5}$	-0.2344	-1.34
$γ_{6}$	0.1753	1.00
$γ_{7}$	-0.1972	-1.31
$γ_{8}$	0.0981	0.62
$γ_{9}$	0.3117	1.71
$γ_{10}$	-0.4074	-2.41

V-Lab

Financiere Moncey Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:39.80% (+0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Financiere Moncey Analyses