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
$ω$	1.1977	6.64
$α$	0.1266	8.29
$β$	0.7363	24.50
$γ_{1}$	-0.0602	-1.64
$γ_{2}$	0.1725	3.39
$γ_{3}$	-0.1878	-6.59
$γ_{4}$	0.0814	3.04
$γ_{5}$	0.0282	0.97
$γ_{6}$	-0.0628	-2.03
$γ_{7}$	-0.0002	-0.00

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:18.60% (-0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sabaf S.p.A. Analyses