CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9225	6.04
$α$	0.0904	6.26
$β$	0.7573	20.53
$γ_{1}$	-0.0758	-1.21
$γ_{2}$	0.1530	1.60
$γ_{3}$	-0.1445	-2.61
$γ_{4}$	0.0439	1.12
$γ_{5}$	0.1237	2.97
$γ_{6}$	-0.2196	-5.94
$γ_{7}$	0.2421	6.22
$γ_{8}$	-0.1801	-3.91
$γ_{9}$	0.0724	1.41
$γ_{10}$	-0.1189	-1.22

V-Lab

Hennes & Mauritz AB Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:25.28% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hennes & Mauritz AB Analyses