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
$ω$	2.3560	9.06
$α$	0.1628	9.73
$β$	0.7151	27.08
$γ_{1}$	-0.1110	-2.42
$γ_{2}$	0.2747	3.59
$γ_{3}$	-0.2878	-5.16
$γ_{4}$	0.2476	5.30
$γ_{5}$	-0.1833	-4.18
$γ_{6}$	0.0216	0.58
$γ_{7}$	0.1113	3.07
$γ_{8}$	-0.1226	-2.80
$γ_{9}$	0.1163	2.13
$γ_{10}$	-0.2304	-2.64

V-Lab

Peab AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.47% (-2.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peab AB Analyses