CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0669	5.52
$α$	0.1169	7.71
$β$	0.7638	27.02
$γ_{1}$	-0.0149	-0.17
$γ_{2}$	-0.0240	-0.17
$γ_{3}$	0.1561	1.71
$γ_{4}$	-0.2957	-4.68
$γ_{5}$	0.3540	6.54
$γ_{6}$	-0.3061	-5.04
$γ_{7}$	0.1955	2.88
$γ_{8}$	-0.0442	-0.62
$γ_{9}$	-0.0800	-1.19
$γ_{10}$	0.0887	1.93

V-Lab

ERG SpA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.80% (+1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ERG SpA Analyses