CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.1017	5.73
$α$	0.1172	7.73
$β$	0.7632	27.15
$γ_{1}$	0.0079	0.09
$γ_{2}$	-0.0631	-0.46
$γ_{3}$	0.1883	2.09
$γ_{4}$	-0.3267	-5.18
$γ_{5}$	0.3808	7.04
$γ_{6}$	-0.3273	-5.41
$γ_{7}$	0.2125	3.12
$γ_{8}$	-0.0591	-0.80
$γ_{9}$	-0.0621	-0.81
$γ_{10}$	0.0516	0.53

V-Lab

ERG SpA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.14% (+1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ERG SpA Analyses