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
$ω$	1.9109	5.71
$α$	0.1327	6.06
$β$	0.7762	22.63
$γ_{1}$	0.2255	5.54
$γ_{2}$	-0.3560	-5.46
$γ_{3}$	0.1811	3.67
$γ_{4}$	-0.0334	-0.83
$γ_{5}$	-0.0253	-0.72
$γ_{6}$	0.0009	0.03

V-Lab

ROCKWOOL A/S Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:38.48% (-2.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ROCKWOOL A/S Analyses