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
$ω$	0.5395	4.38
$α$	0.1275	6.11
$β$	0.8072	29.34
$γ_{1}$	-0.3118	-2.35
$γ_{2}$	0.6791	3.40
$γ_{3}$	-0.6750	-4.90
$γ_{4}$	0.3710	3.24
$γ_{5}$	-0.1222	-0.67

V-Lab

QRF Sicafi CVA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.84% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other QRF Sicafi CVA Analyses