CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8643	6.90
$α$	0.1602	6.25
$β$	0.6578	14.45
$γ_{1}$	0.2467	2.51
$γ_{2}$	-0.5044	-3.30
$γ_{3}$	0.4015	3.97
$γ_{4}$	-0.2532	-2.57
$γ_{5}$	0.1925	1.51
$γ_{6}$	-0.0662	-0.46
$γ_{7}$	-0.0226	-0.16
$γ_{8}$	0.0577	0.43
$γ_{9}$	-0.1236	-1.29

V-Lab

Nexity SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:51.89% (-3.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nexity SA Analyses