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
$ω$	0.4170	5.80
$α$	0.1338	4.70
$β$	0.4779	4.57
$γ_{1}$	-0.8195	-5.84
$γ_{2}$	1.3937	6.59
$γ_{3}$	-1.0636	-5.96
$γ_{4}$	0.6604	3.90
$γ_{5}$	-0.1413	-1.11
$γ_{6}$	-0.0453	-0.53

V-Lab

Napatech As Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:53.11% (+1.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Napatech As Analyses