CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0881	7.48
$α$	0.1335	8.91
$β$	0.7253	23.06
$γ_{1}$	-0.1948	-2.92
$γ_{2}$	0.3185	3.07
$γ_{3}$	-0.2302	-3.60
$γ_{4}$	0.2333	4.69
$γ_{5}$	-0.2049	-5.02
$γ_{6}$	0.0843	2.34
$γ_{7}$	0.0316	0.83
$γ_{8}$	-0.0667	-1.48
$γ_{9}$	0.0458	0.83
$γ_{10}$	-0.0774	-1.11

V-Lab

Rubis SCA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:19.17% (+0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rubis SCA Analyses