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
$ω$	1.3556	5.68
$α$	0.2055	8.28
$β$	0.5055	9.82
$γ_{1}$	0.2514	2.12
$γ_{2}$	-0.5199	-2.97
$γ_{3}$	0.5908	5.64
$γ_{4}$	-0.6231	-7.67
$γ_{5}$	0.5204	7.30
$γ_{6}$	-0.3370	-4.59
$γ_{7}$	0.2176	2.61
$γ_{8}$	-0.1830	-2.33
$γ_{9}$	0.1349	1.82
$γ_{10}$	-0.0822	-1.36

V-Lab

TFF Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:34.79% (-3.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TFF Group Analyses