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
$ω$	1.4596	4.60
$α$	0.1768	5.52
$β$	0.5885	6.94
$γ_{1}$	-0.0692	-0.39
$γ_{2}$	0.3619	1.34
$γ_{3}$	-0.5684	-3.52
$γ_{4}$	0.3922	3.23
$γ_{5}$	-0.1311	-1.09
$γ_{6}$	0.1014	0.81
$γ_{7}$	-0.1798	-1.35
$γ_{8}$	0.1558	1.12
$γ_{9}$	-0.0220	-0.16
$γ_{10}$	-0.1237	-1.31

V-Lab

Intrum AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:70.94% (-2.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intrum AB Analyses