CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.6045	4.51
$α$	0.1509	6.10
$β$	0.7039	15.40
$γ_{1}$	-0.0964	-0.69
$γ_{2}$	0.0646	0.29
$γ_{3}$	0.1791	1.15
$γ_{4}$	-0.3159	-2.23
$γ_{5}$	0.3265	1.61
$γ_{6}$	-0.3509	-1.35
$γ_{7}$	0.5225	2.33
$γ_{8}$	-0.6208	-4.49
$γ_{9}$	0.3580	3.11
$γ_{10}$	-0.0387	-0.46

V-Lab

NetGem SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.95% (+4.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NetGem SA Analyses