CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2121	4.92
$α$	0.1323	4.78
$β$	0.6168	9.43
$γ_{1}$	0.1644	0.94
$γ_{2}$	-0.0102	-0.04
$γ_{3}$	-0.4855	-3.50
$γ_{4}$	0.4829	3.20
$γ_{5}$	-0.1229	-0.71
$γ_{6}$	-0.0460	-0.25
$γ_{7}$	-0.0069	-0.05
$γ_{8}$	0.1306	1.10
$γ_{9}$	-0.2780	-2.20
$γ_{10}$	0.2603	2.59

V-Lab

Brodrene A & O Johansen A/S Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:22.52% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Brodrene A & O Johansen A/S Analyses