CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0643	6.54
$α$	0.1148	5.97
$β$	0.7475	18.74
$γ_{1}$	0.0098	0.14
$γ_{2}$	-0.1417	-1.34
$γ_{3}$	0.4141	5.00
$γ_{4}$	-0.4885	-4.96
$γ_{5}$	0.2464	2.16
$γ_{6}$	-0.0932	-0.64
$γ_{7}$	0.1862	1.39
$γ_{8}$	-0.2347	-2.23
$γ_{9}$	0.1649	1.60
$γ_{10}$	-0.0351	-0.29

V-Lab

Saab AB Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:51.57% (+1.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saab AB Analyses