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
$ω$	0.8739	3.71
$α$	0.0774	8.63
$β$	0.8868	68.28
$γ_{1}$	0.0327	0.84
$γ_{2}$	-0.1099	-2.10
$γ_{3}$	0.1533	5.52
$γ_{4}$	-0.1319	-4.49
$γ_{5}$	0.0838	2.72
$γ_{6}$	-0.0159	-0.65
$γ_{7}$	-0.0267	-1.58

V-Lab

Hermes International Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.27% (-0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hermes International Analyses