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
$ω$	0.5682	4.42
$α$	0.2171	5.84
$β$	0.6656	13.98
$γ_{1}$	-0.1065	-1.80
$γ_{2}$	0.0892	1.00
$γ_{3}$	0.0740	1.22
$γ_{4}$	-0.0960	-1.96
$γ_{5}$	0.0478	1.47

V-Lab

PAREF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:41.93% (+21.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PAREF Analyses