CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6913	2.46
$α$	0.0816	2.91
$β$	0.7915	10.12
$γ_{1}$	3.9632	1.45
$γ_{2}$	-6.0069	-1.25
$γ_{3}$	1.6263	0.47
$γ_{4}$	1.3458	0.68
$γ_{5}$	-1.6560	-1.12
$γ_{6}$	2.9547	1.82
$γ_{7}$	-5.7804	-2.93
$γ_{8}$	6.4421	3.71
$γ_{9}$	-3.9736	-4.32

V-Lab

2Crsi S.A. Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:92.81% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 2Crsi S.A. Analyses