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
$ω$	2.9110	6.10
$α$	0.3061	4.65
$β$	0.3945	6.06
$γ_{1}$	0.4340	3.96
$γ_{2}$	-0.2866	-1.68
$γ_{3}$	-0.3608	-2.38
$γ_{4}$	0.1953	1.26
$γ_{5}$	0.2612	1.40
$γ_{6}$	-0.5982	-2.52
$γ_{7}$	0.7914	4.39
$γ_{8}$	-0.8862	-5.59
$γ_{9}$	0.7356	3.59
$γ_{10}$	-0.4753	-1.96

V-Lab

Nekkar Asa Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:31.77% (-9.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nekkar Asa Analyses