CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1682	5.14
$α$	0.1512	5.64
$β$	0.7714	21.56
$γ_{1}$	0.9220	4.81
$γ_{2}$	-1.4749	-4.34
$γ_{3}$	0.5809	2.12
$γ_{4}$	0.1616	0.80
$γ_{5}$	-0.2649	-1.69
$γ_{6}$	0.0694	0.42
$γ_{7}$	-0.0313	-0.18
$γ_{8}$	0.1095	0.73
$γ_{9}$	-0.1023	-0.90

V-Lab

Catana Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:45.10% (-2.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Catana Group Analyses