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
$ω$	2.7918	6.64
$α$	0.0896	7.32
$β$	0.8300	36.50
$γ_{1}$	0.1170	5.00
$γ_{2}$	-0.1537	-4.16
$γ_{3}$	0.0766	2.45
$γ_{4}$	-0.0835	-2.44
$γ_{5}$	0.0714	1.94
$γ_{6}$	-0.0362	-1.17
$γ_{7}$	0.0345	0.56

V-Lab

NCC AB Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:47.80% (-2.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCC AB Analyses