CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3821	1.17
$α$	0.5889	3.39
$β$	0.1814	2.48
$γ_{1}$	-43.4423	-1.89
$γ_{2}$	88.1373	2.88
$γ_{3}$	-74.8373	-5.48
$γ_{4}$	37.2272	3.21
$γ_{5}$	1.7817	0.15
$γ_{6}$	-9.2719	-0.66
$γ_{7}$	-6.4494	-0.46
$γ_{8}$	7.1320	0.45
$γ_{9}$	5.0263	0.28

V-Lab

Cabasse Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:260.30% (-29.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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