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
$ω$	1.7560	6.36
$α$	0.1636	7.79
$β$	0.6635	16.30
$γ_{1}$	-0.0399	-1.06
$γ_{2}$	0.0952	1.83
$γ_{3}$	-0.0800	-2.33
$γ_{4}$	0.0254	0.65
$γ_{5}$	0.0497	1.28
$γ_{6}$	-0.0925	-2.66
$γ_{7}$	0.0469	1.75

V-Lab

Wavestone Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:42.74% (-3.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wavestone Analyses