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
$ω$	0.6847	6.41
$α$	0.1626	5.52
$β$	0.5550	6.45
$γ_{1}$	-0.0632	-0.59
$γ_{2}$	0.2723	1.43
$γ_{3}$	-0.4803	-2.78
$γ_{4}$	0.3593	2.44
$γ_{5}$	-0.0754	-0.77

V-Lab

ISS A/S Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.20% (+3.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ISS A/S Analyses