CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9546	4.25
$α$	0.2329	2.68
$β$	0.3016	1.89
$γ_{1}$	3.0522	3.49
$γ_{2}$	-4.7341	-3.56
$γ_{3}$	2.6920	2.50
$γ_{4}$	-2.9196	-1.98

V-Lab

S M A I O S A Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:32.39% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S M A I O S A Analyses