CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5344	3.28
$α$	0.0870	1.91
$β$	0.6304	3.14
$γ_{1}$	-5.2216	-2.80
$γ_{2}$	8.5432	3.18
$γ_{3}$	-6.8533	-3.82
$γ_{4}$	8.7275	3.42

V-Lab

Erredue SPA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:56.96% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Erredue SPA Analyses