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
$ω$	1.1939	2.29
$α$	0.1208	2.77
$β$	0.3284	1.29
$γ_{1}$	3.4976	0.65
$γ_{2}$	-4.8782	-0.68
$γ_{3}$	1.3286	0.36
$γ_{4}$	0.3140	0.10
$γ_{5}$	-0.2776	-0.10
$γ_{6}$	0.5816	0.19
$γ_{7}$	-2.6139	-0.65
$γ_{8}$	7.6637	1.18
$γ_{9}$	-12.5459	-1.56
$γ_{10}$	9.7812	1.75

V-Lab

Philogen S.P.A. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:17.35% (+0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Philogen S.P.A. Analyses