CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2204	4.98
$α$	0.1325	4.88
$β$	0.6118	9.37
$γ_{1}$	0.1704	0.98
$γ_{2}$	-0.0149	-0.06
$γ_{3}$	-0.4931	-3.58
$γ_{4}$	0.4975	3.31
$γ_{5}$	-0.1391	-0.81
$γ_{6}$	-0.0281	-0.16
$γ_{7}$	-0.0329	-0.25
$γ_{8}$	0.1786	1.47
$γ_{9}$	-0.3787	-2.65
$γ_{10}$	0.5124	2.49

V-Lab

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

Volatility Prediction for Monday, February 16th, 2026:28.55% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Brodrene A & O Johansen A/S Analyses