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
$ω$	2.3872	7.65
$α$	0.0660	7.80
$β$	0.8913	65.58
$γ_{1}$	0.1765	8.94
$γ_{2}$	-0.2664	-9.02
$γ_{3}$	0.1500	7.23
$γ_{4}$	-0.1066	-4.91
$γ_{5}$	0.0820	3.63
$γ_{6}$	-0.0491	-2.43
$γ_{7}$	0.0152	1.09

V-Lab

SKF AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:34.02% (-1.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SKF AB Analyses