CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9611	6.66
$α$	0.2249	6.27
$β$	0.5226	9.05
$γ_{1}$	0.4345	3.72
$γ_{2}$	-0.8220	-4.60
$γ_{3}$	0.6687	5.83
$γ_{4}$	-0.5355	-5.00
$γ_{5}$	0.5346	4.55
$γ_{6}$	-0.4149	-2.87
$γ_{7}$	0.1476	0.90
$γ_{8}$	-0.1624	-0.98
$γ_{9}$	0.4257	1.69

V-Lab

Cafom SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:27.51% (-1.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cafom SA Analyses