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
$ω$	0.5495	4.77
$α$	0.1637	7.34
$β$	0.6533	15.50
$γ_{1}$	-0.1183	-2.59
$γ_{2}$	0.1722	2.76
$γ_{3}$	-0.0886	-2.25
$γ_{4}$	0.0223	0.54
$γ_{5}$	0.0912	1.87
$γ_{6}$	-0.2268	-4.09
$γ_{7}$	0.2615	5.07
$γ_{8}$	-0.1340	-2.64
$γ_{9}$	0.0216	0.34
$γ_{10}$	-0.0259	-0.30

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:28.54% (-1.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ratti S.p.A. Analyses