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
$ω$	1.2007	6.52
$α$	0.1260	8.32
$β$	0.7422	25.39
$γ_{1}$	-0.0580	-1.56
$γ_{2}$	0.1681	3.25
$γ_{3}$	-0.1831	-6.36
$γ_{4}$	0.0749	2.77
$γ_{5}$	0.0395	1.35
$γ_{6}$	-0.0868	-3.02
$γ_{7}$	0.0628	3.15

V-Lab

Sabaf S.p.A. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:21.40% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sabaf S.p.A. Analyses