CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.8630	8.88
$α$	0.1034	4.15
$β$	0.5523	6.24
$γ_{1}$	0.3763	3.04
$γ_{2}$	-0.4708	-2.41
$γ_{3}$	0.3790	2.15
$γ_{4}$	-0.6828	-3.11
$γ_{5}$	0.7579	3.92
$γ_{6}$	-0.5545	-4.33
$γ_{7}$	0.1764	1.18
$γ_{8}$	0.1006	0.45
$γ_{9}$	-0.2329	-0.52

V-Lab

Loomis AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.40% (-7.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Loomis AB Analyses