CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0357	9.38
$α$	0.1631	7.74
$β$	0.5222	9.68
$γ_{1}$	-0.0594	-1.66
$γ_{2}$	0.1090	2.08
$γ_{3}$	-0.0790	-2.34
$γ_{4}$	0.0150	0.51
$γ_{5}$	0.0821	2.86
$γ_{6}$	-0.1471	-4.76
$γ_{7}$	0.1142	3.48
$γ_{8}$	-0.0168	-0.47
$γ_{9}$	-0.0704	-1.24
$γ_{10}$	0.0937	1.06

V-Lab

Robertet SA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.05% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Robertet SA Analyses