CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2514	3.67
$α$	0.1722	9.08
$β$	0.7233	28.17
$γ_{1}$	-0.2635	-2.87
$γ_{2}$	0.3586	2.73
$γ_{3}$	-0.2162	-3.41
$γ_{4}$	0.3018	7.64
$γ_{5}$	-0.3153	-8.23
$γ_{6}$	0.1808	4.85
$γ_{7}$	-0.0380	-1.14
$γ_{8}$	-0.0348	-0.92
$γ_{9}$	0.0359	1.10

V-Lab

AL Sydbank Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:29.48% (-2.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AL Sydbank Analyses