CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9252	4.44
$α$	0.1029	6.01
$β$	0.7203	14.84
$γ_{1}$	0.3367	1.77
$γ_{2}$	-0.5813	-2.03
$γ_{3}$	0.2858	1.65
$γ_{4}$	0.0220	0.16
$γ_{5}$	-0.0883	-0.66
$γ_{6}$	-0.0541	-0.42
$γ_{7}$	0.3489	2.56
$γ_{8}$	-0.6135	-3.73
$γ_{9}$	0.5244	2.95
$γ_{10}$	-0.2165	-0.98

V-Lab

Caleffi Spa Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:30.68% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caleffi Spa Analyses