CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3315	6.70
$α$	0.0806	4.40
$β$	0.7407	10.83
$γ_{1}$	-0.0329	-0.35
$γ_{2}$	0.0466	0.33
$γ_{3}$	0.1244	1.01
$γ_{4}$	-0.2927	-1.99
$γ_{5}$	0.2989	2.08
$γ_{6}$	-0.3105	-2.59
$γ_{7}$	0.2554	1.99
$γ_{8}$	-0.1183	-0.77
$γ_{9}$	0.0860	0.63
$γ_{10}$	-0.0958	-1.22

V-Lab

Encres Dubuit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:35.18% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Encres Dubuit Analyses