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
$ω$	0.9312	3.05
$α$	0.0540	1.63
$β$	0.8148	8.44
$γ_{1}$	1.5488	1.05
$γ_{2}$	-2.9979	-1.49
$γ_{3}$	3.5740	3.34
$γ_{4}$	-5.0962	-5.83
$γ_{5}$	6.8275	6.55
$γ_{6}$	-7.2160	-4.58
$γ_{7}$	4.7310	2.26
$γ_{8}$	-1.9980	-0.99
$γ_{9}$	0.8751	0.61
$γ_{10}$	-0.1597	-0.10

V-Lab

Saipem S P A Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:27.91% (-0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saipem S P A Analyses