CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.3304	2.14
$α$	0.0934	7.08
$β$	0.8711	36.29
$γ_{1}$	0.0455	0.19
$γ_{2}$	-0.2393	-0.75
$γ_{3}$	0.4800	3.48
$γ_{4}$	-0.5026	-3.74
$γ_{5}$	0.2584	1.99
$γ_{6}$	0.0113	0.09
$γ_{7}$	-0.0273	-0.20
$γ_{8}$	-0.1377	-0.87
$γ_{9}$	0.2067	1.11
$γ_{10}$	-0.1802	-0.86

V-Lab

Altamir Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.19% (+1.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altamir Analyses