CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6137	5.18
$α$	0.1680	6.53
$β$	0.2875	3.33
$γ_{1}$	-0.0152	-0.07
$γ_{2}$	-0.1590	-0.47
$γ_{3}$	0.2294	0.92
$γ_{4}$	0.0680	0.37
$γ_{5}$	-0.2471	-1.40
$γ_{6}$	0.1865	1.05
$γ_{7}$	-0.1895	-1.22
$γ_{8}$	0.0471	0.26
$γ_{9}$	0.4532	1.48
$γ_{10}$	-0.8342	-1.29

V-Lab

Financiere Moncey Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.43% (+0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Financiere Moncey Analyses