CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1254	8.43
$α$	0.1316	7.25
$β$	0.7664	24.10
$γ_{1}$	-0.0154	-0.66
$γ_{2}$	-0.0064	-0.18
$γ_{3}$	0.0663	2.29
$γ_{4}$	-0.0630	-3.01

V-Lab

Toscana Aeroporti S.p.A. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.01% (-2.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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