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
$ω$	2.0576	2.09
$α$	0.0911	1.55
$β$	0.0676	0.17
$γ_{1}$	93.8692	2.18
$γ_{2}$	-153.9668	-2.57
$γ_{3}$	122.1812	3.18
$γ_{4}$	-95.8974	-1.74
$γ_{5}$	18.0821	0.29
$γ_{6}$	55.9399	1.20
$γ_{7}$	-79.8942	-2.83
$γ_{8}$	77.0177	2.03

V-Lab

Sys-Dat S P A Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:59.29% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sys-Dat S P A Analyses