CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.6117	4.50
$α$	0.1491	6.11
$β$	0.7108	15.97
$γ_{1}$	-0.0973	-0.69
$γ_{2}$	0.0615	0.27
$γ_{3}$	0.1936	1.23
$γ_{4}$	-0.3398	-2.38
$γ_{5}$	0.3522	1.71
$γ_{6}$	-0.3735	-1.43
$γ_{7}$	0.5421	2.42
$γ_{8}$	-0.6404	-4.55
$γ_{9}$	0.3827	2.71
$γ_{10}$	-0.0889	-0.44

V-Lab

NetGem SA Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.83% (+1.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NetGem SA Analyses