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
$ω$	1.4229	2.28
$α$	0.1713	7.03
$β$	0.6207	14.15
$γ_{1}$	0.1534	0.99
$γ_{2}$	-0.2607	-1.31
$γ_{3}$	0.1869	2.04
$γ_{4}$	-0.1013	-1.37
$γ_{5}$	-0.0258	-0.39
$γ_{6}$	0.1739	2.62
$γ_{7}$	-0.2523	-3.59
$γ_{8}$	0.2090	2.56
$γ_{9}$	-0.1582	-1.72
$γ_{10}$	0.1599	1.52

V-Lab

PER Aarsleff A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.99% (+2.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PER Aarsleff A/S Analyses