CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0598	7.49
$α$	0.0727	7.07
$β$	0.8723	48.13
$γ_{1}$	0.0164	0.52
$γ_{2}$	0.0244	0.47
$γ_{3}$	-0.1389	-3.56
$γ_{4}$	0.1929	5.87
$γ_{5}$	-0.1435	-4.41
$γ_{6}$	0.0492	1.41
$γ_{7}$	0.0309	0.81
$γ_{8}$	-0.0826	-1.84
$γ_{9}$	0.1494	1.99

V-Lab

Danone SA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:30.49% (+0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Danone SA Analyses