CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2859	4.15
$α$	0.2077	5.32
$β$	0.5684	11.46
$γ_{1}$	-0.8657	-3.71
$γ_{2}$	1.0703	3.19
$γ_{3}$	-0.2726	-1.55
$γ_{4}$	0.2491	1.87
$γ_{5}$	-0.4335	-3.30
$γ_{6}$	0.5034	3.87
$γ_{7}$	-0.4340	-2.47
$γ_{8}$	0.2652	1.18
$γ_{9}$	-0.0384	-0.14

V-Lab

Parrot SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:79.48% (-10.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Parrot SA Analyses