CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6838	3.71
$α$	0.1474	7.19
$β$	0.7607	24.33
$γ_{1}$	0.1923	3.58
$γ_{2}$	-0.1873	-2.23
$γ_{3}$	-0.0865	-1.14
$γ_{4}$	0.1631	2.81
$γ_{5}$	-0.1515	-3.44
$γ_{6}$	0.0276	0.63
$γ_{7}$	0.1618	3.56
$γ_{8}$	-0.1812	-3.40
$γ_{9}$	0.0709	0.83

V-Lab

Caisse Regionale de Credit Agricole Mutuel d'Ille-et-Vilaine Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:41.56% (+12.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caisse Regionale de Credit Agricole Mutuel d'Ille-et-Vilaine Analyses