CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0842	7.61
$α$	0.0751	7.00
$β$	0.8689	46.82
$γ_{1}$	0.0253	0.80
$γ_{2}$	0.0080	0.16
$γ_{3}$	-0.1237	-3.19
$γ_{4}$	0.1787	5.46
$γ_{5}$	-0.1338	-4.13
$γ_{6}$	0.0493	1.42
$γ_{7}$	0.0144	0.39
$γ_{8}$	-0.0374	-0.90
$γ_{9}$	0.0286	0.87

V-Lab

Danone SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:27.55% (+0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Danone SA Analyses