CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3879	1.16
$α$	0.6155	3.54
$β$	0.1733	2.45
$γ_{1}$	-43.3497	-1.87
$γ_{2}$	87.5737	2.85
$γ_{3}$	-74.0731	-5.42
$γ_{4}$	36.9671	3.19
$γ_{5}$	1.3932	0.11
$γ_{6}$	-8.2221	-0.58
$γ_{7}$	-8.4037	-0.61
$γ_{8}$	11.1108	0.75
$γ_{9}$	-4.9091	-0.42

V-Lab

Cabasse Sa Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:222.60% (-25.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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