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
$ω$	1.0445	4.55
$α$	0.1142	2.72
$β$	0.6212	4.12
$γ_{1}$	-0.0864	-0.05
$γ_{2}$	3.7956	1.17
$γ_{3}$	-9.5591	-3.77
$γ_{4}$	10.6576	5.26
$γ_{5}$	-7.1078	-4.23
$γ_{6}$	3.2160	2.05
$γ_{7}$	-2.5847	-1.17
$γ_{8}$	4.7462	1.13

V-Lab

Inclusio SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.64% (-1.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Inclusio SA Analyses