CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8363	7.19
$α$	0.0604	8.72
$β$	0.9085	90.23
$γ_{1}$	-0.0219	-0.81
$γ_{2}$	0.0763	1.84
$γ_{3}$	-0.1491	-4.91
$γ_{4}$	0.1611	5.68
$γ_{5}$	-0.1018	-3.58
$γ_{6}$	0.0562	1.85
$γ_{7}$	-0.0217	-0.66
$γ_{8}$	0.0242	0.50

V-Lab

Capgemini SE Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:56.52% (+1.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capgemini SE Analyses