CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7134	2.80
$α$	0.2272	5.11
$β$	0.6526	12.33
$γ_{1}$	-0.3942	-1.46
$γ_{2}$	0.7044	1.88
$γ_{3}$	-0.6389	-2.75
$γ_{4}$	0.4815	2.38
$γ_{5}$	-0.1499	-1.07

V-Lab

Aeroporto Guglielmo Marconi di Bologna S.p.A. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:34.36% (-7.03%)

Date Range:

Parameter Estimates

News Impact Curve

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