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
$ω$	1.1675	7.78
$α$	0.1320	8.77
$β$	0.7260	22.76
$γ_{1}$	-0.1638	-2.35
$γ_{2}$	0.2679	2.49
$γ_{3}$	-0.1936	-2.95
$γ_{4}$	0.2019	3.98
$γ_{5}$	-0.1810	-4.43
$γ_{6}$	0.0714	1.98
$γ_{7}$	0.0321	0.86
$γ_{8}$	-0.0541	-1.25
$γ_{9}$	0.0135	0.29
$γ_{10}$	0.0081	0.22

V-Lab

Rubis SCA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:21.62% (-0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rubis SCA Analyses