CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.4081	4.92
$α$	0.1743	4.51
$β$	0.4472	3.90
$γ_{1}$	0.6535	1.07
$γ_{2}$	-2.2579	-2.41
$γ_{3}$	3.4031	4.44
$γ_{4}$	-2.5205	-3.63
$γ_{5}$	-0.1882	-0.32
$γ_{6}$	2.3058	3.46
$γ_{7}$	-2.5174	-3.39
$γ_{8}$	1.7396	2.15
$γ_{9}$	-0.7149	-0.86
$γ_{10}$	-0.8474	-0.90

V-Lab

NNIT A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.01% (-3.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NNIT A/S Analyses