CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7372	7.22
$α$	0.0701	5.10
$β$	0.8582	29.70
$γ_{1}$	-0.0414	-2.64
$γ_{2}$	0.0925	3.83
$γ_{3}$	-0.0812	-4.06
$γ_{4}$	0.0316	2.02

V-Lab

SES SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:32.94% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SES SA Analyses