DAX Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	39.7612	10.15
$α$	0.0913	16.11
$β$	0.9305	138.86
$ν$	4.9389	4.60

V-Lab

iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:121.85% (+12.03%)

Date Range:

Parameter Estimates

Other iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) Analyses