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
$ω$	0.8420	3.33
$α$	0.3002	4.72
$β$	0.4065	6.62
$γ_{1}$	0.3783	1.98
$γ_{2}$	-0.6433	-2.45
$γ_{3}$	0.4108	2.31
$γ_{4}$	-0.3528	-1.68
$γ_{5}$	0.2605	1.26
$γ_{6}$	0.1295	0.82
$γ_{7}$	-0.3545	-2.95
$γ_{8}$	0.2497	2.26
$γ_{9}$	-0.0976	-1.08

V-Lab

Nel Asa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:54.42% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nel Asa Analyses