CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.7462	4.82
$α$	0.1409	4.42
$β$	0.6725	7.91
$γ_{1}$	1.5136	1.25
$γ_{2}$	-2.6556	-1.31
$γ_{3}$	3.9391	2.06
$γ_{4}$	-6.3330	-2.65
$γ_{5}$	6.4362	2.66
$γ_{6}$	-4.5428	-2.59
$γ_{7}$	2.8818	1.98
$γ_{8}$	-2.4122	-1.43
$γ_{9}$	0.7702	0.37

V-Lab

Circle SPA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:23.27% (-2.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Circle SPA Analyses