CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.4127	5.82
$α$	0.2075	8.34
$β$	0.4946	9.14
$γ_{1}$	0.2822	2.36
$γ_{2}$	-0.5701	-3.24
$γ_{3}$	0.6271	6.04
$γ_{4}$	-0.6546	-8.12
$γ_{5}$	0.5450	7.70
$γ_{6}$	-0.3496	-4.80
$γ_{7}$	0.2092	2.53
$γ_{8}$	-0.1323	-1.68
$γ_{9}$	-0.0127	-0.17
$γ_{10}$	0.3205	3.62

V-Lab

TFF Group Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:51.74% (-2.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TFF Group Analyses