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
$ω$	1.3632	7.66
$α$	0.1677	8.70
$β$	0.6622	17.05
$γ_{1}$	-0.1237	-3.02
$γ_{2}$	0.2169	3.49
$γ_{3}$	-0.1128	-2.58
$γ_{4}$	0.0042	0.10
$γ_{5}$	0.0285	0.72
$γ_{6}$	-0.0075	-0.19
$γ_{7}$	-0.0579	-1.03

V-Lab

Itera Asa Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:24.12% (-0.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Itera Asa Analyses