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
$ω$	0.6580	7.50
$α$	0.1400	4.18
$β$	0.4099	4.30
$γ_{1}$	0.0196	0.09
$γ_{2}$	0.0335	0.09
$γ_{3}$	-0.1269	-0.42
$γ_{4}$	-0.0087	-0.03
$γ_{5}$	0.2159	0.86
$γ_{6}$	-0.3696	-1.49
$γ_{7}$	0.8249	1.91

V-Lab

Matas A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:39.68% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Matas A/S Analyses