CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	7.5571	4.50
$α$	0.4196	31.05
$β$	0.5781	43.07
$γ_{1}$	0.5806	1.98
$γ_{2}$	-0.4886	-1.13
$γ_{3}$	-0.0655	-0.19
$γ_{4}$	-0.3055	-0.75
$γ_{5}$	0.6801	1.57
$γ_{6}$	-7.3890	-7.85
$γ_{7}$	23.5806	7.75
$γ_{8}$	-41.9351	-4.50

V-Lab

Capital B Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:81.42% (-21.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capital B Analyses