CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5688	4.28
$α$	0.2624	10.73
$β$	0.6105	21.98
$γ_{1}$	0.0106	0.18
$γ_{2}$	-0.0064	-0.08
$γ_{3}$	0.0889	1.68
$γ_{4}$	-0.2407	-3.02
$γ_{5}$	0.2788	3.04
$γ_{6}$	-0.2181	-3.27
$γ_{7}$	0.0813	1.50
$γ_{8}$	0.1025	1.97
$γ_{9}$	-0.1738	-3.04
$γ_{10}$	0.0922	2.10

V-Lab

Caisse Regionale de Credit Agricole Mutuel de Paris et d'Ile-de-France Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.27% (+0.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caisse Regionale de Credit Agricole Mutuel de Paris et d'Ile-de-France Analyses