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
$ω$	1.5950	4.71
$α$	0.0427	3.72
$β$	0.8633	15.65
$γ_{1}$	0.6764	5.14
$γ_{2}$	-1.0308	-5.00
$γ_{3}$	0.4363	2.76
$γ_{4}$	-0.0779	-0.52
$γ_{5}$	-0.0435	-0.22
$γ_{6}$	0.1551	0.69
$γ_{7}$	-0.1827	-0.56
$γ_{8}$	0.0688	0.20
$γ_{9}$	0.0288	0.13
$γ_{10}$	-0.0544	-0.41

V-Lab

TomTom NV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:57.94% (-2.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TomTom NV Analyses