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
$ω$	2.3916	7.66
$α$	0.0664	7.80
$β$	0.8907	65.25
$γ_{1}$	0.1769	8.94
$γ_{2}$	-0.2670	-9.01
$γ_{3}$	0.1502	7.22
$γ_{4}$	-0.1066	-4.90
$γ_{5}$	0.0817	3.62
$γ_{6}$	-0.0486	-2.40
$γ_{7}$	0.0147	1.05

V-Lab

SKF AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:35.24% (-1.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SKF AB Analyses