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
$ω$	0.8111	2.24
$α$	0.1334	4.96
$β$	0.7929	21.50
$γ_{1}$	-1.2718	-2.78
$γ_{2}$	2.1482	3.46
$γ_{3}$	-1.4808	-4.51
$γ_{4}$	0.9717	3.39
$γ_{5}$	-0.6335	-2.14
$γ_{6}$	0.5609	1.84
$γ_{7}$	-0.8134	-3.25
$γ_{8}$	0.7896	2.09
$γ_{9}$	-0.1438	-0.18

V-Lab

Saga Pure Asa Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:14.08% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saga Pure Asa Analyses