CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8277	7.63
$α$	0.0872	8.81
$β$	0.8612	55.49
$γ_{1}$	-0.0335	-5.20
$γ_{2}$	0.0493	5.18
$γ_{3}$	-0.0201	-3.32
$γ_{4}$	0.0053	1.32

V-Lab

Caltagirone SpA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:26.92% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caltagirone SpA Analyses