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
$ω$	0.7139	6.11
$α$	0.0871	3.06
$β$	0.6320	5.79
$γ_{1}$	-0.1605	-1.01
$γ_{2}$	0.2428	1.03
$γ_{3}$	-0.1495	-0.89
$γ_{4}$	0.1285	0.75
$γ_{5}$	-0.0093	-0.05
$γ_{6}$	-0.2165	-1.26
$γ_{7}$	0.2463	1.87

V-Lab

Nelly Group AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:47.41% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nelly Group AB Analyses