CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	6.7305	4.43
$α$	0.1087	14.68
$β$	0.9221	47.41
$ν$	2.5946	16.62

V-Lab

Caleffi Spa GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:38.20% (-4.57%)

Date Range:

Parameter Estimates

Other Caleffi Spa Analyses