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
$ω$	1.3443	6.30
$α$	0.1753	9.20
$β$	0.6755	19.36
$γ_{1}$	-0.0062	-0.08
$γ_{2}$	-0.1488	-1.20
$γ_{3}$	0.4252	4.36
$γ_{4}$	-0.4733	-5.32
$γ_{5}$	0.3079	3.45
$γ_{6}$	-0.1868	-2.15
$γ_{7}$	0.1788	2.19
$γ_{8}$	-0.1787	-2.30
$γ_{9}$	0.1261	1.64
$γ_{10}$	-0.0529	-0.80

V-Lab

Groupe Crit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:24.98% (-1.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe Crit Analyses