CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4817	5.13
$α$	0.1046	3.85
$β$	0.7733	12.62
$γ_{1}$	-0.4533	-2.91
$γ_{2}$	0.3057	1.37
$γ_{3}$	0.3801	1.26
$γ_{4}$	-0.2518	-0.56
$γ_{5}$	-0.1881	-0.45
$γ_{6}$	0.5422	2.21
$γ_{7}$	-0.4668	-2.80
$γ_{8}$	0.0207	0.10
$γ_{9}$	0.3092	1.13

V-Lab

NSE SA Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:36.56% (-1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NSE SA Analyses