CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2125	1.92
$α$	0.0542	3.79
$β$	0.9081	28.68
$γ_{1}$	0.6412	2.85
$γ_{2}$	-1.0184	-3.21
$γ_{3}$	0.5733	2.78
$γ_{4}$	-0.2185	-1.32
$γ_{5}$	-0.0570	-0.39
$γ_{6}$	0.3166	1.75

V-Lab

Roctool Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:173.63% (+11.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Roctool Analyses