CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9636	5.59
$α$	0.2724	6.88
$β$	0.4845	9.11
$γ_{1}$	0.3667	2.86
$γ_{2}$	-0.5059	-2.64
$γ_{3}$	0.1838	1.43
$γ_{4}$	-0.0748	-0.61
$γ_{5}$	-0.0112	-0.09
$γ_{6}$	-0.0293	-0.18
$γ_{7}$	0.2489	1.16
$γ_{8}$	-0.3157	-1.59
$γ_{9}$	0.1994	1.85

V-Lab

Poujoulat Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:24.57% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Poujoulat Analyses