CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6565	5.62
$α$	0.1885	7.13
$β$	0.4427	5.99
$γ_{1}$	-0.0309	-0.46
$γ_{2}$	-0.0390	-0.40
$γ_{3}$	0.0162	0.23
$γ_{4}$	0.1809	3.07
$γ_{5}$	-0.2074	-3.54
$γ_{6}$	0.0943	1.43
$γ_{7}$	-0.0137	-0.21
$γ_{8}$	0.0512	0.89
$γ_{9}$	-0.0815	-1.26
$γ_{10}$	0.0215	0.36

V-Lab

Pricer AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:54.99% (-2.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pricer AB Analyses