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
$ω$	0.9827	4.77
$α$	0.1035	3.39
$β$	0.5443	3.78
$γ_{1}$	-1.0949	-0.69
$γ_{2}$	3.5440	1.48
$γ_{3}$	-6.1136	-4.25
$γ_{4}$	6.8251	6.03
$γ_{5}$	-4.5922	-3.53
$γ_{6}$	1.8320	1.21
$γ_{7}$	-0.9609	-0.64
$γ_{8}$	1.5352	0.99
$γ_{9}$	-2.1442	-1.52
$γ_{10}$	1.7643	1.92

V-Lab

Van Lanschot Kempen NV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:19.68% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Van Lanschot Kempen NV Analyses