CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.3208	2.94
$α$	0.1848	4.13
$β$	0.4810	4.39
$γ_{1}$	6.8752	2.18
$γ_{2}$	-6.1238	-1.23
$γ_{3}$	-3.4212	-0.86
$γ_{4}$	4.9546	1.42
$γ_{5}$	-5.6365	-1.73
$γ_{6}$	7.0567	2.38
$γ_{7}$	-4.4734	-1.79
$γ_{8}$	-1.1755	-0.45
$γ_{9}$	3.0244	0.93

V-Lab

Paulic Meunerie Sa Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:29.78% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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