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
$ω$	0.8355	6.79
$α$	0.0988	8.91
$β$	0.8748	75.00
$γ_{1}$	-0.0092	-0.60
$γ_{2}$	-0.0162	-0.65
$γ_{3}$	0.0857	4.63
$γ_{4}$	-0.1118	-6.79
$γ_{5}$	0.0798	4.19
$γ_{6}$	-0.0729	-2.41

V-Lab

UniCredit SpA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.40% (-1.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UniCredit SpA Analyses