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
$ω$	0.4345	4.05
$α$	0.1377	4.01
$β$	0.7377	9.28
$γ_{1}$	-0.4207	-3.39
$γ_{2}$	0.3000	1.71
$γ_{3}$	0.4807	3.83
$γ_{4}$	-0.5805	-4.17
$γ_{5}$	0.3187	1.83
$γ_{6}$	-0.4431	-2.55
$γ_{7}$	0.7594	5.71
$γ_{8}$	-0.5043	-3.28
$γ_{9}$	-0.0213	-0.11
$γ_{10}$	0.0893	0.41

V-Lab

Incap OYJ Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.27% (-2.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Incap OYJ Analyses