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
$ω$	2.6368	5.15
$α$	0.0681	7.35
$β$	0.8893	59.26
$γ_{1}$	0.0466	3.58
$γ_{2}$	-0.0416	-2.21
$γ_{3}$	-0.0183	-1.39
$γ_{4}$	0.0281	2.34
$γ_{5}$	-0.0220	-2.43

V-Lab

JM AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:31.70% (-0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JM AB Analyses