CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1371	4.61
$α$	0.1564	3.87
$β$	0.4617	4.83
$γ_{1}$	-3.4651	-3.71
$γ_{2}$	5.2521	3.87
$γ_{3}$	-2.1800	-2.32
$γ_{4}$	-0.5143	-0.47
$γ_{5}$	0.5715	0.54
$γ_{6}$	1.8691	1.80
$γ_{7}$	-2.8094	-2.24
$γ_{8}$	1.7463	1.52
$γ_{9}$	-0.3723	-0.37
$γ_{10}$	-1.4242	-0.77

V-Lab

Kerlink SACA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:46.10% (+5.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kerlink SACA Analyses