CBOE Emerging Market Markets Volatility Index

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
$ω$	1.6946	6.66
$α$	0.2133	10.19
$β$	0.6573	24.31
$γ_{1}$	0.0483	1.68
$γ_{2}$	-0.0440	-1.03
$γ_{3}$	-0.0647	-2.12
$γ_{4}$	0.1502	4.60
$γ_{5}$	-0.1297	-4.04
$γ_{6}$	0.0136	0.46
$γ_{7}$	0.0634	1.98
$γ_{8}$	-0.0942	-2.01

V-Lab

Bank of Greece Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:19.09% (-3.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank of Greece Analyses