CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7755	3.98
$α$	0.2368	7.12
$β$	0.6381	15.46
$γ_{1}$	-0.1153	-0.92
$γ_{2}$	0.1589	0.86
$γ_{3}$	-0.2171	-1.81
$γ_{4}$	0.4451	3.93
$γ_{5}$	-0.4702	-4.49
$γ_{6}$	0.2773	3.23
$γ_{7}$	-0.0938	-1.62

V-Lab

S A Fountaine Pajot Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:32.63% (+7.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S A Fountaine Pajot Analyses