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
$ω$	0.6606	4.20
$α$	0.1695	7.29
$β$	0.7764	29.67
$γ_{1}$	-0.3576	-3.93
$γ_{2}$	0.5686	4.12
$γ_{3}$	-0.4727	-4.47
$γ_{4}$	0.5193	4.29
$γ_{5}$	-0.2826	-2.08
$γ_{6}$	-0.1983	-1.59
$γ_{7}$	0.4599	3.56
$γ_{8}$	-0.3336	-1.83
$γ_{9}$	0.1293	0.65
$γ_{10}$	-0.0529	-0.41

V-Lab

Newcap Holding A/S Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:51.46% (+0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Newcap Holding A/S Analyses