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
$ω$	1.3576	8.56
$α$	0.1063	7.55
$β$	0.7875	25.77
$γ_{1}$	-0.0506	-2.83
$γ_{2}$	0.0942	3.48
$γ_{3}$	-0.0630	-3.49
$γ_{4}$	0.0301	1.79
$γ_{5}$	-0.0677	-2.72

V-Lab

Traction AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:11.95% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Traction AB Analyses