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
$ω$	1.2812	8.14
$α$	0.1546	8.98
$β$	0.6298	14.95
$γ_{1}$	-0.0205	-0.44
$γ_{2}$	0.0762	1.10
$γ_{3}$	-0.1172	-2.58
$γ_{4}$	0.0997	2.26
$γ_{5}$	-0.0300	-0.76
$γ_{6}$	-0.0719	-2.24
$γ_{7}$	0.1285	4.30
$γ_{8}$	-0.0448	-1.54
$γ_{9}$	-0.0744	-2.85
$γ_{10}$	0.0712	3.74

V-Lab

Thermador Groupe Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:22.12% (-1.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thermador Groupe Analyses