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
$ω$	0.8235	7.50
$α$	0.0852	8.06
$β$	0.8611	50.01
$γ_{1}$	-0.0035	-0.12
$γ_{2}$	0.0241	0.52
$γ_{3}$	-0.0783	-2.70
$γ_{4}$	0.1182	4.75
$γ_{5}$	-0.0964	-4.03
$γ_{6}$	0.0528	2.18
$γ_{7}$	-0.0193	-0.71
$γ_{8}$	-0.0005	-0.02

V-Lab

Mersen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.73% (-1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mersen Analyses