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
$ω$	1.7126	8.94
$α$	0.1663	4.27
$β$	0.5377	7.01
$γ_{1}$	-0.0624	-2.04
$γ_{2}$	0.1368	2.83
$γ_{3}$	-0.1061	-3.10
$γ_{4}$	0.0609	1.93
$γ_{5}$	-0.0518	-1.34
$γ_{6}$	0.0234	0.55
$γ_{7}$	0.0039	0.13

V-Lab

IPSOS Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:50.24% (+22.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IPSOS Analyses