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
$ω$	0.7920	3.80
$α$	0.1639	4.93
$β$	0.6474	10.97
$γ_{1}$	0.0121	0.04
$γ_{2}$	-0.2972	-0.68
$γ_{3}$	0.7435	2.24
$γ_{4}$	-0.9271	-2.75
$γ_{5}$	0.9470	2.47
$γ_{6}$	-1.1473	-2.54
$γ_{7}$	1.4656	2.88

V-Lab

NN Group NV Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.23% (-0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NN Group NV Analyses