CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.2294	3.44
$α$	0.0715	1.70
$β$	0.7577	6.39
$γ_{1}$	4.1082	2.17
$γ_{2}$	-5.3551	-1.77
$γ_{3}$	2.7714	1.36
$γ_{4}$	-3.4886	-2.34
$γ_{5}$	3.5702	2.24
$γ_{6}$	-3.2582	-2.37
$γ_{7}$	3.2926	2.94
$γ_{8}$	-2.9047	-2.54
$γ_{9}$	2.8960	2.18
$γ_{10}$	-2.6121	-2.44

V-Lab

Aubay Sa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:46.25% (-1.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aubay Sa Analyses