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
$ω$	1.9760	6.90
$α$	0.1194	7.65
$β$	0.7060	19.61
$γ_{1}$	-0.0383	-0.51
$γ_{2}$	0.0316	0.27
$γ_{3}$	0.1810	1.89
$γ_{4}$	-0.3799	-4.55
$γ_{5}$	0.3611	4.72
$γ_{6}$	-0.2672	-4.03
$γ_{7}$	0.2078	3.24
$γ_{8}$	-0.0946	-1.26
$γ_{9}$	-0.0810	-0.98
$γ_{10}$	0.1175	1.87

V-Lab

Sweco AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:31.03% (-2.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sweco AB Analyses