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
$ω$	1.8353	8.78
$α$	0.1012	4.12
$β$	0.5590	6.34
$γ_{1}$	0.3554	2.87
$γ_{2}$	-0.4377	-2.24
$γ_{3}$	0.3576	2.02
$γ_{4}$	-0.6676	-3.02
$γ_{5}$	0.7501	3.87
$γ_{6}$	-0.5589	-4.39
$γ_{7}$	0.2053	1.46
$γ_{8}$	0.0218	0.13
$γ_{9}$	-0.0198	-0.15

V-Lab

Loomis AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:37.72% (-7.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Loomis AB Analyses