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
$ω$	1.8589	6.59
$α$	0.1168	7.59
$β$	0.7142	20.28
$γ_{1}$	-0.0688	-0.91
$γ_{2}$	0.0681	0.57
$γ_{3}$	0.1796	1.87
$γ_{4}$	-0.3952	-4.72
$γ_{5}$	0.3841	4.98
$γ_{6}$	-0.2908	-4.35
$γ_{7}$	0.2295	3.55
$γ_{8}$	-0.1181	-1.52
$γ_{9}$	-0.0454	-0.46
$γ_{10}$	0.0387	0.22

V-Lab

Sweco AB Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:29.56% (-2.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sweco AB Analyses