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
$ω$	0.2918	4.19
$α$	0.2085	5.31
$β$	0.5668	11.41
$γ_{1}$	-0.8457	-3.59
$γ_{2}$	1.0391	3.08
$γ_{3}$	-0.2526	-1.43
$γ_{4}$	0.2339	1.76
$γ_{5}$	-0.4236	-3.23
$γ_{6}$	0.5015	3.92
$γ_{7}$	-0.4459	-2.71
$γ_{8}$	0.3051	1.63
$γ_{9}$	-0.1605	-1.20

V-Lab

Parrot SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:74.50% (-10.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Parrot SA Analyses