CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.9598	5.63
$α$	0.2686	10.89
$β$	0.5987	21.05
$γ_{1}$	0.0583	1.19
$γ_{2}$	-0.0708	-1.00
$γ_{3}$	0.1198	2.34
$γ_{4}$	-0.2686	-3.57
$γ_{5}$	0.3022	3.53
$γ_{6}$	-0.2302	-3.62
$γ_{7}$	0.0783	1.47
$γ_{8}$	0.1226	2.31
$γ_{9}$	-0.2233	-3.50
$γ_{10}$	0.2291	2.79

V-Lab

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

Volatility Prediction for Monday, February 16th, 2026:24.94% (-1.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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