CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4893	5.19
$α$	0.1062	3.89
$β$	0.7716	12.74
$γ_{1}$	-0.4413	-2.83
$γ_{2}$	0.2904	1.30
$γ_{3}$	0.3832	1.27
$γ_{4}$	-0.2504	-0.55
$γ_{5}$	-0.1920	-0.46
$γ_{6}$	0.5516	2.24
$γ_{7}$	-0.4935	-3.09
$γ_{8}$	0.0958	0.52
$γ_{9}$	0.0907	0.69

V-Lab

NSE SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:31.69% (-1.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NSE SA Analyses