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
$ω$	0.6831	6.41
$α$	0.1616	5.51
$β$	0.5564	6.45
$γ_{1}$	-0.0656	-0.61
$γ_{2}$	0.2769	1.44
$γ_{3}$	-0.4866	-2.71
$γ_{4}$	0.3717	2.19
$γ_{5}$	-0.1056	-0.47

V-Lab

ISS A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:25.71% (+3.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ISS A/S Analyses