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
$ω$	1.0226	3.29
$α$	0.3207	5.35
$β$	0.4556	7.85
$γ_{1}$	0.2371	0.82
$γ_{2}$	-0.5506	-1.32
$γ_{3}$	0.5815	2.08
$γ_{4}$	-0.1631	-0.68
$γ_{5}$	-0.3735	-1.84
$γ_{6}$	0.5247	2.24
$γ_{7}$	-0.6389	-2.20
$γ_{8}$	0.8455	2.20
$γ_{9}$	-0.8090	-1.92
$γ_{10}$	0.4580	1.60

V-Lab

Olidata SPA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:53.28% (+13.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Olidata SPA Analyses