CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8685	7.43
$α$	0.0606	8.71
$β$	0.9083	90.23
$γ_{1}$	-0.0111	-0.41
$γ_{2}$	0.0589	1.41
$γ_{3}$	-0.1370	-4.47
$γ_{4}$	0.1509	5.28
$γ_{5}$	-0.0920	-3.24
$γ_{6}$	0.0442	1.50
$γ_{7}$	-0.0019	-0.06
$γ_{8}$	-0.0222	-1.03

V-Lab

Capgemini SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:55.05% (+1.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capgemini SE Analyses