CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3033	3.10
$α$	0.2285	3.60
$β$	0.3124	2.04
$γ_{1}$	-4.8090	-0.94
$γ_{2}$	5.6623	0.82
$γ_{3}$	0.9016	0.22
$γ_{4}$	-6.8709	-1.71
$γ_{5}$	14.0771	3.30
$γ_{6}$	-17.4164	-3.94
$γ_{7}$	19.6404	4.03
$γ_{8}$	-25.2227	-4.51
$γ_{9}$	23.1759	4.55
$γ_{10}$	-6.5942	-0.93

V-Lab

Alan Allman Associate Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:104.81% (-0.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alan Allman Associate Analyses