CBOE Emerging Market Markets Volatility Index

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.3535	4.82
$α$	0.1303	6.46
$β$	0.7868	22.26
$γ_{1}$	0.0533	0.54
$γ_{2}$	0.0362	0.25
$γ_{3}$	-0.2099	-2.59
$γ_{4}$	0.1823	2.37
$γ_{5}$	-0.2172	-2.01
$γ_{6}$	0.4577	3.82
$γ_{7}$	-0.5662	-4.74
$γ_{8}$	0.4298	2.99

V-Lab

Petropoulos Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:16.89% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Petropoulos Sa Analyses