CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4356	5.10
$α$	0.3460	5.79
$β$	0.4883	9.37
$γ_{1}$	0.0293	1.54
$γ_{2}$	-0.0605	-2.21
$γ_{3}$	0.0493	2.86
$γ_{4}$	0.0053	0.22

V-Lab

Nicox Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:70.56% (-11.33%)

Date Range:

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News Impact Curve

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