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
$ω$	0.5867	5.08
$α$	0.1622	7.46
$β$	0.6601	16.07
$γ_{1}$	-0.0867	-1.97
$γ_{2}$	0.1219	2.00
$γ_{3}$	-0.0576	-1.45
$γ_{4}$	0.0055	0.13
$γ_{5}$	0.0937	1.91
$γ_{6}$	-0.2194	-3.92
$γ_{7}$	0.2498	4.81
$γ_{8}$	-0.1207	-2.50
$γ_{9}$	0.0042	0.08
$γ_{10}$	0.0094	0.25

V-Lab

Ratti S.p.A. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:33.84% (+4.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ratti S.p.A. Analyses