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
$ω$	1.0892	5.34
$α$	0.1897	5.50
$β$	0.7255	19.34
$γ_{1}$	0.2052	4.86
$γ_{2}$	-0.2836	-4.41
$γ_{3}$	0.0436	0.72
$γ_{4}$	0.1556	1.92
$γ_{5}$	-0.2177	-2.34
$γ_{6}$	-0.0146	-0.17
$γ_{7}$	0.3287	4.15
$γ_{8}$	-0.3405	-3.31
$γ_{9}$	0.1549	1.56

V-Lab

Nrc Group Asa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.05% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nrc Group Asa Analyses