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
$ω$	1.2799	8.33
$α$	0.1614	8.99
$β$	0.6073	13.75
$γ_{1}$	-0.0335	-0.75
$γ_{2}$	0.1013	1.51
$γ_{3}$	-0.1395	-3.15
$γ_{4}$	0.1174	2.69
$γ_{5}$	-0.0409	-1.04
$γ_{6}$	-0.0686	-2.18
$γ_{7}$	0.1295	4.42
$γ_{8}$	-0.0456	-1.55
$γ_{9}$	-0.0769	-2.48
$γ_{10}$	0.0822	1.60

V-Lab

Thermador Groupe Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:22.61% (-1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thermador Groupe Analyses