CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.4091	2.45
$α$	0.0370	0.51
$β$	0.5755	1.49
$γ_{1}$	68.4893	1.97
$γ_{2}$	-100.9957	-1.99
$γ_{3}$	86.2268	3.18
$γ_{4}$	-83.1255	-5.40

V-Lab

Holmen AB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.56% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Holmen AB Analyses