CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7103	2.89
$α$	0.2239	5.00
$β$	0.6487	11.72
$γ_{1}$	-0.3800	-1.44
$γ_{2}$	0.6758	1.83
$γ_{3}$	-0.5990	-2.50
$γ_{4}$	0.4017	1.65
$γ_{5}$	0.0610	0.19

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:35.06% (-6.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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