CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.9226	4.77
$α$	0.2124	6.71
$β$	0.6450	13.72
$γ_{1}$	0.0875	2.46
$γ_{2}$	-0.1636	-2.96
$γ_{3}$	0.1637	3.75
$γ_{4}$	-0.1441	-3.64
$γ_{5}$	0.1237	3.84
$γ_{6}$	-0.1622	-4.58

V-Lab

Altarea SCA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.11% (+2.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altarea SCA Analyses