CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1421	2.21
$α$	0.2975	5.03
$β$	0.4220	4.78
$γ_{1}$	26.0943	3.00
$γ_{2}$	-35.4278	-2.88
$γ_{3}$	20.1505	2.07
$γ_{4}$	-26.9459	-2.38
$γ_{5}$	27.9605	3.03
$γ_{6}$	-12.5522	-2.07
$γ_{7}$	-6.7645	-1.14
$γ_{8}$	15.2720	1.95
$γ_{9}$	-13.3077	-1.60
$γ_{10}$	7.4020	1.41

V-Lab

Namr Societe Anonyme Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 17th, 2025:106.38% (+22.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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