CBOE Emerging Market Markets Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.6066	2.70
$α$	0.2256	5.89
$β$	0.7119	17.18
$γ_{1}$	0.1502	1.82
$γ_{2}$	-0.0790	-0.72
$γ_{3}$	-0.1685	-2.80
$γ_{4}$	0.1374	2.28
$γ_{5}$	0.0023	0.04
$γ_{6}$	-0.0422	-0.86
$γ_{7}$	-0.0577	-1.08
$γ_{8}$	0.0980	1.31
$γ_{9}$	-0.1218	-1.40
$γ_{10}$	0.1399	2.42

V-Lab

CrediaBank SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:46.67% (-4.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CrediaBank SA Analyses