CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9859	5.65
$α$	0.0657	5.46
$β$	0.9146	67.43
$γ_{1}$	0.0574	3.47
$γ_{2}$	-0.1063	-4.26
$γ_{3}$	0.0777	3.58
$γ_{4}$	-0.0516	-1.58

V-Lab

Credit Agricole SA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.34% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Agricole SA Analyses