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
$ω$	2.9037	3.27
$α$	0.2347	6.19
$β$	0.7077	17.84
$γ_{1}$	0.1652	4.30
$γ_{2}$	-0.2178	-4.05
$γ_{3}$	0.0707	2.42
$γ_{4}$	0.0188	0.72
$γ_{5}$	-0.0870	-3.35
$γ_{6}$	0.0699	2.10
$γ_{7}$	-0.1130	-1.38

V-Lab

CrediaBank SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.20% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CrediaBank SA Analyses