CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6615	5.62
$α$	0.1856	7.06
$β$	0.4494	5.96
$γ_{1}$	-0.0233	-0.35
$γ_{2}$	-0.0506	-0.52
$γ_{3}$	0.0193	0.27
$γ_{4}$	0.1880	3.20
$γ_{5}$	-0.2228	-3.80
$γ_{6}$	0.1135	1.70
$γ_{7}$	-0.0343	-0.53
$γ_{8}$	0.0755	1.30
$γ_{9}$	-0.1191	-1.64
$γ_{10}$	0.1060	0.84

V-Lab

Pricer AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:58.16% (-1.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pricer AB Analyses