CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1876	8.04
$α$	0.1187	3.92
$β$	0.7500	13.51
$γ_{1}$	0.2326	5.72
$γ_{2}$	-0.3819	-6.33
$γ_{3}$	0.2039	5.99

V-Lab

ABN AMRO Group NV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:20.43% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ABN AMRO Group NV Analyses