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
$ω$	1.3485	5.02
$α$	0.1687	11.28
$β$	0.7774	42.23
$γ_{1}$	0.0226	0.70
$γ_{2}$	-0.0587	-1.21
$γ_{3}$	0.0764	2.26
$γ_{4}$	-0.0870	-2.83
$γ_{5}$	0.1010	3.47
$γ_{6}$	-0.0810	-3.21
$γ_{7}$	-0.0024	-0.06

V-Lab

Tivoli A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.76% (+0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tivoli A/S Analyses