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
$ω$	0.5457	4.36
$α$	0.1278	6.19
$β$	0.8097	30.31
$γ_{1}$	-0.3067	-2.29
$γ_{2}$	0.6672	3.30
$γ_{3}$	-0.6524	-4.67
$γ_{4}$	0.3166	3.05
$γ_{5}$	0.0185	0.29

V-Lab

QRF Sicafi CVA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.64% (-1.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other QRF Sicafi CVA Analyses