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
$ω$	0.7868	7.35
$α$	0.0843	8.39
$β$	0.8597	50.19
$γ_{1}$	-0.0162	-0.54
$γ_{2}$	0.0443	0.98
$γ_{3}$	-0.0918	-3.21
$γ_{4}$	0.1299	5.30
$γ_{5}$	-0.1097	-4.64
$γ_{6}$	0.0719	2.98
$γ_{7}$	-0.0547	-1.93
$γ_{8}$	0.0850	1.73

V-Lab

Mersen Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.66% (-1.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mersen Analyses