CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.7076	4.37
$α$	0.1183	6.26
$β$	0.7708	19.68
$γ_{1}$	0.2685	1.48
$γ_{2}$	-0.1890	-0.73
$γ_{3}$	-0.0005	-0.00
$γ_{4}$	-0.3995	-2.86
$γ_{5}$	0.7111	5.43
$γ_{6}$	-0.7376	-4.97
$γ_{7}$	0.5545	2.90
$γ_{8}$	-0.2877	-1.63
$γ_{9}$	0.0755	0.56
$γ_{10}$	0.0262	0.26

V-Lab

Catella AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:53.16% (-1.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Catella AB Analyses