CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9808	5.39
$α$	0.0664	5.55
$β$	0.9150	69.85
$γ_{1}$	0.0540	3.18
$γ_{2}$	-0.0986	-3.96
$γ_{3}$	0.0652	3.66
$γ_{4}$	-0.0226	-1.63

V-Lab

Credit Agricole SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:25.56% (+0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Agricole SA Analyses