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
$ω$	0.6610	3.53
$α$	0.0938	4.77
$β$	0.8231	22.35
$γ_{1}$	-0.2799	-3.89
$γ_{2}$	0.4219	4.42
$γ_{3}$	-0.2181	-4.58
$γ_{4}$	0.1901	4.45
$γ_{5}$	-0.2192	-3.92
$γ_{6}$	0.0792	0.85

V-Lab

Mercialys SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.72% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercialys SA Analyses