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
$ω$	1.3770	6.45
$α$	0.0534	6.24
$β$	0.8974	52.00
$γ_{1}$	-0.1609	-2.75
$γ_{2}$	0.2754	3.08
$γ_{3}$	-0.1741	-2.94
$γ_{4}$	0.1092	2.06
$γ_{5}$	-0.0549	-1.19
$γ_{6}$	-0.0534	-1.16
$γ_{7}$	0.1319	2.91
$γ_{8}$	-0.1250	-1.75
$γ_{9}$	0.0938	1.04
$γ_{10}$	-0.0606	-1.03

V-Lab

NCC AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.58% (+6.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCC AB Analyses