CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2940	8.07
$α$	0.0773	7.28
$β$	0.8436	32.84
$γ_{1}$	-0.1018	-1.93
$γ_{2}$	0.2155	2.52
$γ_{3}$	-0.2391	-3.90
$γ_{4}$	0.2379	4.21
$γ_{5}$	-0.1548	-3.03
$γ_{6}$	0.0155	0.37
$γ_{7}$	0.0521	1.30
$γ_{8}$	-0.0043	-0.08
$γ_{9}$	-0.0307	-0.45
$γ_{10}$	-0.0049	-0.05

V-Lab

AFRY AB Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:35.10% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AFRY AB Analyses