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
$ω$	1.1086	0.02
$α$	0.1306	0.01
$β$	0.8694	0.05
$γ_{1}$	-1.2382	-0.22
$γ_{2}$	1.5260	0.20
$γ_{3}$	-0.3560	-0.15
$γ_{4}$	0.0621	0.07
$γ_{5}$	0.0463	0.03
$γ_{6}$	-0.0751	-0.06
$γ_{7}$	0.1112	0.08
$γ_{8}$	-0.0904	-0.02
$γ_{9}$	-0.0669	-0.01

V-Lab

ICADE Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.85% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICADE Analyses