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
$ω$	1.4370	5.19
$α$	0.1383	6.22
$β$	0.7394	19.23
$γ_{1}$	-0.0264	-0.22
$γ_{2}$	0.3219	1.76
$γ_{3}$	-0.5914	-4.04
$γ_{4}$	0.3188	2.27
$γ_{5}$	0.0939	0.79
$γ_{6}$	-0.1818	-1.32
$γ_{7}$	0.1239	0.75
$γ_{8}$	-0.0312	-0.20
$γ_{9}$	-0.1638	-0.98
$γ_{10}$	0.3434	1.58

V-Lab

ROCKWOOL A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:42.08% (-2.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ROCKWOOL A/S Analyses