CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5248	3.74
$α$	0.2967	4.83
$β$	0.5217	7.50
$γ_{1}$	-0.9154	-2.76
$γ_{2}$	1.2468	2.39
$γ_{3}$	-0.3995	-1.13
$γ_{4}$	-0.0135	-0.05
$γ_{5}$	0.3940	1.45
$γ_{6}$	-0.5597	-1.91
$γ_{7}$	0.4059	1.21
$γ_{8}$	-0.1575	-0.27

V-Lab

Carmat SA Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 25th, 2025:97.19% (-5.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carmat SA Analyses