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
$ω$	0.6607	3.62
$α$	0.0964	4.89
$β$	0.8154	22.09
$γ_{1}$	-0.2801	-3.99
$γ_{2}$	0.4233	4.54
$γ_{3}$	-0.2237	-4.80
$γ_{4}$	0.2070	5.02
$γ_{5}$	-0.2605	-5.44
$γ_{6}$	0.1830	4.53

V-Lab

Mercialys SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.41% (+1.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercialys SA Analyses