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
$ω$	1.2273	6.87
$α$	0.0881	7.20
$β$	0.8582	49.13
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0287	0.62
$γ_{3}$	-0.0823	-1.70
$γ_{4}$	0.1366	3.77
$γ_{5}$	-0.1684	-6.15
$γ_{6}$	0.1252	3.61
$γ_{7}$	-0.0244	-0.62
$γ_{8}$	-0.0341	-0.66

V-Lab

Eurazeo SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.32% (-1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Eurazeo SA Analyses