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
$ω$	2.7063	6.56
$α$	0.0882	7.20
$β$	0.8294	35.71
$γ_{1}$	0.1101	4.71
$γ_{2}$	-0.1428	-3.88
$γ_{3}$	0.0691	2.24
$γ_{4}$	-0.0761	-2.23
$γ_{5}$	0.0616	1.66
$γ_{6}$	-0.0183	-0.68
$γ_{7}$	-0.0090	-0.51

V-Lab

NCC AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:45.29% (-2.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCC AB Analyses