CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1780	7.96
$α$	0.1179	3.96
$β$	0.7546	13.99
$γ_{1}$	0.2235	5.56
$γ_{2}$	-0.3682	-6.21
$γ_{3}$	0.1976	5.98

V-Lab

ABN AMRO Group NV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:33.25% (-2.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ABN AMRO Group NV Analyses