CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.2267	7.27
$α$	0.1070	7.24
$β$	0.7933	25.26
$γ_{1}$	-0.0009	-0.02
$γ_{2}$	-0.0012	-0.01
$γ_{3}$	0.1046	1.41
$γ_{4}$	-0.2371	-3.23
$γ_{5}$	0.1960	3.02
$γ_{6}$	-0.1096	-1.98
$γ_{7}$	0.1688	2.93
$γ_{8}$	-0.2437	-4.31
$γ_{9}$	0.1671	4.04

V-Lab

Svedbergs i Dalstorp AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:47.56% (-3.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Svedbergs i Dalstorp AB Analyses