CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	3.0883	3.53
$α$	0.3021	3.71
$β$	0.4877	4.47
$γ_{1}$	0.0867	0.59
$γ_{2}$	0.3037	1.59
$γ_{3}$	-0.7121	-6.27
$γ_{4}$	0.5615	4.46
$γ_{5}$	-0.4587	-2.72
$γ_{6}$	0.2875	1.52
$γ_{7}$	-0.0478	-0.29
$γ_{8}$	-0.0854	-0.66
$γ_{9}$	0.1261	1.09
$γ_{10}$	-0.1278	-0.82

V-Lab

Montebalito SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.45% (-8.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Montebalito SA Analyses