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
$ω$	0.7285	4.93
$α$	0.1041	4.54
$β$	0.7607	14.70
$γ_{1}$	-0.2745	-2.19
$γ_{2}$	0.3439	1.98
$γ_{3}$	0.0608	0.69
$γ_{4}$	-0.3255	-4.48
$γ_{5}$	0.2803	5.54

V-Lab

Sagax AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:39.65% (-1.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sagax AB Analyses