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
$ω$	0.8884	3.89
$α$	0.0788	8.64
$β$	0.8837	66.40
$γ_{1}$	0.0373	1.00
$γ_{2}$	-0.1171	-2.32
$γ_{3}$	0.1574	5.81
$γ_{4}$	-0.1331	-4.63
$γ_{5}$	0.0803	2.64
$γ_{6}$	-0.0021	-0.07
$γ_{7}$	-0.0703	-1.52

V-Lab

Hermes International Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:25.33% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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