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
$ω$	3.4875	6.21
$α$	0.0886	8.95
$β$	0.8767	56.67
$γ_{1}$	0.0328	2.73
$γ_{2}$	-0.0153	-0.87
$γ_{3}$	-0.0407	-3.44
$γ_{4}$	0.0519	5.12
$γ_{5}$	-0.0423	-5.83

V-Lab

Wallenstam AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:28.85% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wallenstam AB Analyses