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
$ω$	1.3157	4.22
$α$	0.1954	6.59
$β$	0.6866	16.42
$γ_{1}$	0.6155	3.81
$γ_{2}$	-0.9274	-3.67
$γ_{3}$	0.6426	3.45
$γ_{4}$	-0.7299	-4.22
$γ_{5}$	0.6506	3.91
$γ_{6}$	-0.2014	-1.29
$γ_{7}$	-0.2859	-1.67
$γ_{8}$	0.3876	1.71

V-Lab

Vgp N.V. Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:30.65% (+3.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vgp N.V. Analyses