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
$ω$	1.0062	4.84
$α$	0.1005	3.34
$β$	0.5536	3.95
$γ_{1}$	-0.8092	-0.53
$γ_{2}$	2.9742	1.29
$γ_{3}$	-5.5787	-4.01
$γ_{4}$	6.4924	5.91
$γ_{5}$	-4.5395	-3.58
$γ_{6}$	1.8150	1.17
$γ_{7}$	-0.7621	-0.50
$γ_{8}$	1.2641	0.78
$γ_{9}$	-2.0847	-1.32
$γ_{10}$	1.9212	1.81

V-Lab

Van Lanschot Kempen NV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.26% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Van Lanschot Kempen NV Analyses