CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7259	7.17
$α$	0.0696	5.10
$β$	0.8572	28.07
$γ_{1}$	-0.0451	-2.84
$γ_{2}$	0.1006	4.06
$γ_{3}$	-0.0945	-4.20
$γ_{4}$	0.0655	2.03

V-Lab

SES SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:38.77% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SES SA Analyses