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
$m$	26
$α$	0.1076	22.97
$β$	0.7584	88.12
$γ$	0.0214	3.80
$λ_{1}$	0.0075	2.51
$λ_{2}$	0.0140	6.53
$λ_{3}$	0.9844	354.98

V-Lab

Caltagirone SpA MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:26.76% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caltagirone SpA Analyses