CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.1064	5.65
$α$	0.1917	5.36
$β$	0.7144	17.60
$γ_{1}$	0.2226	5.50
$γ_{2}$	-0.3103	-5.02
$γ_{3}$	0.0563	0.96
$γ_{4}$	0.1507	1.92
$γ_{5}$	-0.2109	-2.33
$γ_{6}$	-0.0326	-0.38
$γ_{7}$	0.3703	4.46
$γ_{8}$	-0.4368	-3.56
$γ_{9}$	0.4239	2.33

V-Lab

Nrc Group Asa Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:61.04% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nrc Group Asa Analyses