CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0271	4.30
$α$	0.1661	9.08
$β$	0.7021	22.30
$γ_{1}$	0.0200	0.19
$γ_{2}$	-0.0773	-0.57
$γ_{3}$	0.2977	3.50
$γ_{4}$	-0.4823	-5.85
$γ_{5}$	0.3946	5.08
$γ_{6}$	-0.2969	-3.04
$γ_{7}$	0.1715	1.69
$γ_{8}$	0.0987	1.18
$γ_{9}$	-0.2317	-2.96
$γ_{10}$	0.0355	0.31

V-Lab

NSI NV Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:16.17% (-1.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NSI NV Analyses