CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.8372	5.82
$α$	0.1610	9.31
$β$	0.7609	32.16
$γ_{1}$	0.0361	2.34
$γ_{2}$	-0.0234	-1.03
$γ_{3}$	-0.0375	-2.73
$γ_{4}$	0.0430	5.11

V-Lab

AGF A/S Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.11% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGF A/S Analyses