CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1384	6.86
$α$	0.0685	7.89
$β$	0.8999	72.96
$γ_{1}$	-0.0255	-0.39
$γ_{2}$	0.0824	0.84
$γ_{3}$	-0.0957	-1.50
$γ_{4}$	0.0028	0.04
$γ_{5}$	0.1343	2.26
$γ_{6}$	-0.1920	-3.85
$γ_{7}$	0.1622	3.13
$γ_{8}$	-0.1054	-1.85
$γ_{9}$	0.0689	1.22
$γ_{10}$	-0.0563	-1.30

V-Lab

Kering Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:50.50% (-1.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kering Analyses