CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	1.3604	4.69
$α$	0.0704	1.78
$β$	0.7875	8.63
$γ_{1}$	0.4467	2.08
$γ_{2}$	-0.7099	-2.29
$γ_{3}$	0.3609	1.69
$γ_{4}$	0.2200	0.87

V-Lab

Aubay Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:49.92% (-1.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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