CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.5303	6.68
$α$	0.1498	5.73
$β$	0.4164	5.15
$γ_{1}$	0.1621	2.79
$γ_{2}$	-0.0935	-1.11
$γ_{3}$	-0.1854	-3.94
$γ_{4}$	0.1727	4.52
$γ_{5}$	-0.0602	-1.43
$γ_{6}$	0.0111	0.25
$γ_{7}$	-0.0584	-1.39
$γ_{8}$	0.1498	3.31
$γ_{9}$	-0.1823	-3.65
$γ_{10}$	0.1158	2.70

V-Lab

Catella AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:30.00% (+0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Catella AB Analyses