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
$ω$	0.7213	5.67
$α$	0.1365	7.61
$β$	0.6765	17.21
$γ_{1}$	-0.0075	-0.09
$γ_{2}$	-0.1834	-1.36
$γ_{3}$	0.4650	4.67
$γ_{4}$	-0.4875	-4.95
$γ_{5}$	0.3111	3.56
$γ_{6}$	-0.1555	-2.25
$γ_{7}$	0.1776	2.25
$γ_{8}$	-0.2746	-2.58
$γ_{9}$	0.2311	2.20
$γ_{10}$	-0.0809	-1.13

V-Lab

Trigano SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.86% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trigano SA Analyses