CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.1120	9.55
$α$	0.1608	7.75
$β$	0.5398	10.31
$γ_{1}$	-0.0322	-0.86
$γ_{2}$	0.0677	1.24
$γ_{3}$	-0.0580	-1.69
$γ_{4}$	0.0085	0.28
$γ_{5}$	0.0768	2.65
$γ_{6}$	-0.1365	-4.34
$γ_{7}$	0.1048	3.17
$γ_{8}$	-0.0123	-0.38
$γ_{9}$	-0.0681	-1.61
$γ_{10}$	0.0804	2.12

V-Lab

Robertet SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:20.47% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Robertet SA Analyses