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
$ω$	1.3487	3.40
$α$	0.2320	4.14
$β$	0.5069	5.07
$γ_{1}$	3.6398	1.76
$γ_{2}$	-4.0115	-1.30
$γ_{3}$	0.2824	0.09
$γ_{4}$	2.3823	0.72
$γ_{5}$	-3.9052	-1.32
$γ_{6}$	-0.6442	-0.21
$γ_{7}$	6.8185	1.80
$γ_{8}$	-8.9246	-1.91
$γ_{9}$	5.9731	1.68

V-Lab

Norcod As Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:77.94% (+5.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Norcod As Analyses